+795.3%
MAS vs KMX
+475.4%
+319.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -5.6% | +11.7% | -17.2% | -8.3% |
| 3M | +4.4% | +34.9% | -30.4% | -3.7% |
| 6M | +7.2% | +50.3% | -43.1% | -4.5% |
| YTD | +16.1% | +63.8% | -47.7% | +0.7% |
| 1Y | +0.1% | +3.8% | -3.7% | -4.3% |
| 3Y | +28.3% | -24.3% | +52.6% | +30.7% |
| 5Y | +30.5% | -50.2% | +80.7% | +42.9% |
| 10Y | +139.1% | +5.4% | +133.8% | +110.3% |
| All | +795.3% | +475.4% | +319.9% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling