-99.2%
MSTZ vs KMX
-20.2%
-79.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +3.3% |
| 7D | -29.7% | +1.9% | -31.6% | -28.3% |
| 30D | -65.3% | +11.7% | -77.0% | -62.0% |
| 3M | -57.3% | +34.9% | -92.2% | -46.7% |
| 6M | -61.6% | +50.3% | -111.9% | -46.8% |
| YTD | -78.3% | +63.8% | -142.1% | -66.1% |
| 1Y | -30.2% | +3.8% | -34.1% | -22.2% |
| All | -99.2% | -20.2% | -79.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling