-93.8%
MSTU vs KMX
+3.5%
-97.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.8% |
| 7D | -16.6% | -3.1% | -13.5% | -15.0% |
| 30D | +69.7% | +4.4% | +65.3% | +67.2% |
| 3M | -7.5% | +18.9% | -26.4% | -15.8% |
| 6M | -43.1% | +44.3% | -87.4% | -55.7% |
| YTD | -63.0% | +58.7% | -121.7% | -72.4% |
| 1Y | -93.8% | +0.1% | -93.9% | -92.8% |
| All | -93.8% | +3.5% | -97.3% | -92.8% |
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