-99.1%
MSTZ vs KMX
-32.9%
-66.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +5.7% |
| 7D | +30.8% | +3.4% | +27.4% | +33.7% |
| 30D | +41.2% | +6.8% | +34.4% | +48.5% |
| 3M | -60.9% | -11.4% | -49.5% | -62.9% |
| 6M | -15.7% | +43.6% | -59.2% | +12.9% |
| YTD | -75.2% | +37.7% | -113.0% | -65.2% |
| 1Y | -59.8% | +53.0% | -112.8% | -38.2% |
| All | -99.1% | -32.9% | -66.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling