+6.3%
MOS vs KMX
+475.4%
-469.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +9.5% | +1.9% | +7.6% | +9.0% |
| 30D | +10.4% | +11.7% | -1.3% | +7.7% |
| 3M | +12.9% | +34.9% | -22.0% | +4.9% |
| 6M | +1.2% | +50.3% | -49.0% | -9.0% |
| YTD | +9.3% | +63.8% | -54.5% | -4.0% |
| 1Y | -18.0% | +3.8% | -21.8% | -21.2% |
| 3Y | -29.0% | -24.3% | -4.7% | -28.4% |
| 5Y | -9.6% | -50.2% | +40.6% | -3.5% |
| 10Y | +6.1% | +5.4% | +0.7% | -5.5% |
| All | +6.3% | +475.4% | -469.0% | -36.6% |
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