+744.7%
MSI vs KMX
+475.4%
+269.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +6.8% | +11.7% | -4.9% | +4.5% |
| 3M | +14.3% | +34.9% | -20.6% | +7.1% |
| 6M | -1.6% | +50.3% | -51.8% | -10.4% |
| YTD | +22.8% | +63.8% | -41.0% | +9.1% |
| 1Y | -1.1% | +3.8% | -4.9% | -5.2% |
| 3Y | +70.5% | -24.3% | +94.7% | +69.1% |
| 5Y | +102.8% | -50.2% | +153.0% | +111.7% |
| 10Y | +597.4% | +5.4% | +592.0% | +493.4% |
| All | +744.7% | +475.4% | +269.4% | +351.5% |
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