-88.4%
MSTU vs KMX
-23.7%
-64.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -7.1% |
| 7D | -22.0% | -3.4% | -18.6% | -20.0% |
| 30D | +60.3% | +4.0% | +56.3% | +57.8% |
| 3M | -3.7% | +24.8% | -28.5% | -18.1% |
| 6M | -45.2% | +43.6% | -88.8% | -59.8% |
| YTD | -64.3% | +56.6% | -120.9% | -75.4% |
| 1Y | -94.0% | +2.2% | -96.3% | -94.0% |
| All | -88.4% | -23.7% | -64.6% | -84.3% |
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