+2,396.1%
MUU vs KEYS
+116.8%
+2,279.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -8.8% |
| 7D | -8.2% | +3.5% | -11.7% | -14.6% |
| 30D | +10.2% | -4.5% | +14.6% | +20.2% |
| 3M | -26.5% | -0.4% | -26.1% | -15.8% |
| 6M | +227.2% | +19.1% | +208.1% | +200.7% |
| YTD | +527.4% | +66.7% | +460.8% | +171.8% |
| 1Y | +1,843.7% | +96.5% | +1,747.2% | +494.4% |
| All | +2,396.1% | +116.8% | +2,279.2% | +613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling