+861.2%
MSI vs KMX
+383.8%
+477.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | +3.2% | +3.4% | -0.1% | +2.6% |
| 30D | +17.6% | +6.8% | +10.8% | +15.8% |
| 3M | +14.5% | -11.4% | +25.9% | +16.8% |
| 6M | +34.3% | +43.6% | -9.3% | +23.6% |
| YTD | +39.7% | +37.7% | +2.0% | +28.0% |
| 1Y | +40.2% | +53.0% | -12.8% | +25.4% |
| 3Y | +77.1% | -16.3% | +93.5% | +71.7% |
| 5Y | +124.0% | -64.2% | +188.3% | +149.9% |
| 10Y | +665.5% | -2.8% | +668.3% | +560.2% |
| All | +861.2% | +383.8% | +477.4% | +429.5% |
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