+76.3%
MSFU vs KMX
-25.5%
+101.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.4% |
| 7D | -5.7% | +1.9% | -7.6% | -6.1% |
| 30D | +4.2% | +11.7% | -7.5% | +1.8% |
| 3M | +27.9% | +34.9% | -7.0% | +19.6% |
| 6M | +37.1% | +50.3% | -13.1% | +24.1% |
| YTD | -7.4% | +63.8% | -71.2% | -18.1% |
| 1Y | -19.6% | +3.8% | -23.4% | -21.7% |
| 3Y | +33.2% | -24.3% | +57.5% | +38.2% |
| All | +76.3% | -25.5% | +101.8% | +75.4% |
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