-14.9%
MSTZ vs KMX
+33.3%
-48.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.4% |
| 7D | +31.0% | -2.3% | +33.3% | +29.9% |
| 30D | +34.0% | +6.3% | +27.6% | +38.8% |
| 3M | -67.7% | -7.4% | -60.3% | -68.0% |
| 6M | -14.9% | +37.9% | -52.8% | +15.8% |
| All | -14.9% | +33.3% | -48.2% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling