+214.8%
MAS vs KMX
+6.5%
+208.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +3.6% | +1.5% | +2.1% | +3.1% |
| 30D | +23.8% | +3.0% | +20.8% | +22.5% |
| 3M | +14.4% | -7.8% | +22.2% | +17.2% |
| 6M | +19.7% | +34.3% | -14.6% | +6.8% |
| YTD | +36.0% | +40.2% | -4.3% | +17.3% |
| 1Y | +40.4% | +63.0% | -22.6% | +14.6% |
| 3Y | +58.9% | -14.5% | +73.4% | +56.5% |
| 5Y | +44.5% | -64.3% | +108.9% | +83.8% |
| 10Y | +214.8% | +2.8% | +212.0% | +166.0% |
| All | +214.8% | +6.5% | +208.3% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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