-7.3%
MOS vs KMX
+368.0%
-375.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.6% |
| 7D | +21.6% | -7.4% | +29.0% | +23.8% |
| 30D | +12.0% | -3.4% | +15.3% | +12.7% |
| 3M | -3.9% | -11.3% | +7.5% | -1.4% |
| 6M | -3.3% | +30.6% | -33.9% | -9.8% |
| YTD | -4.6% | +33.2% | -37.9% | -12.4% |
| 1Y | -7.0% | +66.7% | -73.7% | -19.0% |
| 3Y | -24.4% | -22.1% | -2.4% | -24.2% |
| 5Y | -32.1% | -66.7% | +34.6% | -20.3% |
| 10Y | +10.3% | +1.9% | +8.4% | -0.5% |
| All | -7.3% | +368.0% | -375.3% | -42.2% |
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