+451.3%
MTSI vs KMX
+0.3%
+451.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +11.6% |
| 7D | -10.0% | -7.4% | -2.6% | -7.6% |
| 30D | -37.2% | -3.4% | -33.8% | -36.9% |
| 3M | -30.1% | -11.3% | -18.7% | -28.0% |
| 6M | -31.9% | +30.6% | -62.5% | -39.5% |
| YTD | +23.2% | +33.2% | -10.1% | +6.1% |
| 1Y | +26.4% | +66.7% | -40.3% | -0.5% |
| 3Y | +186.2% | -22.1% | +208.2% | +185.1% |
| 5Y | +187.0% | -66.7% | +253.8% | +296.0% |
| All | +451.3% | +0.3% | +451.0% | +350.1% |
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 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