+601.1%
MSI vs KMX
+11.6%
+589.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.4% | -3.1% | +2.7% | +0.1% |
| 30D | -0.8% | +4.4% | -5.2% | -1.6% |
| 3M | +13.9% | +18.9% | -5.0% | +10.1% |
| 6M | +1.3% | +44.3% | -42.9% | -5.9% |
| YTD | +22.3% | +58.7% | -36.4% | +10.8% |
| 1Y | -3.9% | +0.1% | -4.0% | -6.1% |
| 3Y | +69.9% | -24.4% | +94.3% | +70.5% |
| 5Y | +103.8% | -54.4% | +158.2% | +122.6% |
| All | +601.1% | +11.6% | +589.5% | +486.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling