+1,208.8%
MTSI vs KMX
+85.2%
+1,123.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +3.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +2.1% | +11.7% | -9.6% | -2.0% |
| 3M | -29.7% | +34.9% | -64.6% | -37.4% |
| 6M | +12.5% | +50.3% | -37.7% | -5.0% |
| YTD | +57.0% | +63.8% | -6.8% | +26.7% |
| 1Y | +103.9% | +3.8% | +100.1% | +89.5% |
| 3Y | +223.6% | -24.3% | +247.8% | +230.0% |
| 5Y | +321.6% | -50.2% | +371.8% | +383.4% |
| 10Y | +517.7% | +5.4% | +512.3% | +367.7% |
| All | +1,208.8% | +85.2% | +1,123.6% | +718.7% |
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