+455.4%
MTSI vs KMX
+2.9%
+452.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -3.8% | +1.5% | -5.3% | -4.1% |
| 30D | -31.4% | +3.0% | -34.4% | -32.4% |
| 3M | -23.8% | -7.8% | -15.9% | -22.4% |
| 6M | -37.1% | +34.3% | -71.4% | -44.6% |
| YTD | +32.2% | +40.2% | -8.0% | +12.0% |
| 1Y | +26.9% | +63.0% | -36.0% | +1.1% |
| 3Y | +193.7% | -14.5% | +208.2% | +182.7% |
| 5Y | +218.0% | -64.3% | +282.4% | +328.0% |
| All | +455.4% | +2.9% | +452.4% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling