-87.2%
MSTU vs KMX
+35.0%
-122.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +9.0% |
| 7D | -4.8% | +2.1% | -7.0% | -5.9% |
| 30D | -29.6% | +0.5% | -30.1% | -30.1% |
| 3M | +69.4% | -4.1% | +73.5% | +72.8% |
| 6M | -62.2% | +49.5% | -111.8% | -68.9% |
| YTD | -61.1% | +42.7% | -103.8% | -67.1% |
| 1Y | -87.2% | +35.3% | -122.5% | -89.1% |
| All | -87.2% | +35.0% | -122.1% | -89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling