-92.7%
MSTU vs KMX
+5.0%
-97.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.7% |
| 7D | +21.3% | +1.9% | +19.4% | +20.3% |
| 30D | +90.8% | +11.7% | +79.1% | +81.1% |
| 3M | -6.8% | +34.9% | -41.7% | -21.1% |
| 6M | -39.8% | +50.3% | -90.1% | -54.1% |
| YTD | -55.7% | +63.8% | -119.5% | -67.4% |
| 1Y | -92.7% | +3.8% | -96.5% | -92.1% |
| All | -92.7% | +5.0% | -97.7% | -92.1% |
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