+85.8%
MSFU vs KMX
-36.6%
+122.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.6% |
| 7D | -12.7% | -2.3% | -10.4% | -12.2% |
| 30D | -9.0% | +6.3% | -15.3% | -10.3% |
| 3M | +2.9% | -7.4% | +10.3% | +4.2% |
| 6M | +43.5% | +37.9% | +5.6% | +33.0% |
| YTD | -2.4% | +39.5% | -41.9% | -11.0% |
| 1Y | -13.5% | +57.9% | -71.3% | -23.7% |
| 3Y | +19.2% | -15.0% | +34.2% | +18.5% |
| All | +85.8% | -36.6% | +122.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling