+103.9%
MTSI vs KMX
+5.0%
+98.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +3.4% |
| 7D | +1.4% | +1.9% | -0.5% | +1.4% |
| 30D | +2.1% | +11.7% | -9.6% | +1.9% |
| 3M | -29.7% | +34.9% | -64.6% | -29.8% |
| 6M | +12.5% | +50.3% | -37.7% | +12.9% |
| YTD | +57.0% | +63.8% | -6.8% | +59.8% |
| 1Y | +103.9% | +3.8% | +100.1% | +112.9% |
| All | +103.9% | +5.0% | +98.9% | +112.9% |
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