+129.0%
MSI vs KMX
-64.5%
+193.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +7.7% | -2.3% | +10.0% | +7.9% |
| 30D | +19.9% | +6.3% | +13.6% | +19.0% |
| 3M | +14.9% | -7.4% | +22.3% | +15.6% |
| 6M | +37.2% | +37.9% | -0.7% | +31.5% |
| YTD | +40.8% | +39.5% | +1.3% | +33.4% |
| 1Y | +38.1% | +57.9% | -19.7% | +28.5% |
| 3Y | +77.7% | -15.0% | +92.7% | +74.3% |
| 5Y | +129.0% | -64.1% | +193.1% | +179.2% |
| All | +129.0% | -64.5% | +193.5% | +179.2% |
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