-65.1%
MSTZ vs KMX
+35.0%
-100.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -8.2% |
| 7D | +0.7% | +2.1% | -1.4% | +1.7% |
| 30D | +16.6% | +0.5% | +16.1% | +17.5% |
| 3M | -74.7% | -4.1% | -70.6% | -74.7% |
| 6M | -43.9% | +49.5% | -93.4% | -31.1% |
| YTD | -84.0% | +42.7% | -126.7% | -79.7% |
| 1Y | -65.1% | +35.3% | -100.4% | -55.5% |
| All | -65.1% | +35.0% | -100.1% | -55.5% |
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