+206.9%
MTSI vs KMX
-64.6%
+271.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.9% |
| 7D | +10.0% | +3.4% | +6.6% | +9.1% |
| 30D | -20.3% | +6.8% | -27.2% | -22.0% |
| 3M | -24.4% | -11.4% | -13.1% | -22.6% |
| 6M | -39.2% | +43.6% | -82.7% | -45.6% |
| YTD | +35.5% | +37.7% | -2.2% | +20.3% |
| 1Y | +43.0% | +53.0% | -9.9% | +22.8% |
| 3Y | +196.3% | -16.3% | +212.6% | +197.3% |
| All | +206.9% | -64.6% | +271.4% | +335.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling