+180.5%
MSTR vs KMX
-22.6%
+203.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -1.2% | -7.4% | +6.2% | +2.0% |
| 30D | -15.9% | -3.4% | -12.6% | -15.1% |
| 3M | +33.1% | -11.3% | +44.5% | +39.5% |
| 6M | -31.0% | +30.6% | -61.5% | -40.2% |
| YTD | -15.1% | +33.2% | -48.4% | -29.1% |
| 1Y | -45.6% | +66.7% | -112.4% | -60.2% |
| 3Y | +180.5% | -22.1% | +202.6% | +221.3% |
| All | +180.5% | -22.6% | +203.1% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling