+5,731.6%
MU vs KEYS
+1,049.9%
+4,681.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -3.4% |
| 7D | -4.1% | +3.5% | -7.6% | -6.8% |
| 30D | +7.0% | -4.5% | +11.5% | +10.8% |
| 3M | -2.1% | -0.4% | -1.6% | +0.3% |
| 6M | +133.1% | +19.1% | +113.9% | +110.7% |
| YTD | +241.9% | +66.7% | +175.2% | +131.5% |
| 1Y | +548.8% | +96.5% | +452.3% | +286.3% |
| 3Y | +1,308.2% | +155.2% | +1,153.0% | +593.0% |
| 5Y | +1,260.7% | +88.0% | +1,172.7% | +718.7% |
| All | +5,731.6% | +1,049.9% | +4,681.8% | +1,108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling