+71.2%
MSFU vs KMX
-28.8%
+100.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -6.9% | -3.4% | -3.6% | -6.3% |
| 30D | -5.1% | +4.0% | -9.1% | -5.9% |
| 3M | +44.6% | +24.8% | +19.9% | +37.5% |
| 6M | +32.8% | +43.6% | -10.8% | +21.4% |
| YTD | -10.1% | +56.6% | -66.7% | -19.7% |
| 1Y | -19.4% | +2.2% | -21.6% | -21.4% |
| 3Y | +26.2% | -25.4% | +51.6% | +31.0% |
| All | +71.2% | -28.8% | +100.0% | +72.0% |
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 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