+1,019.2%
MTSI vs KMX
+58.3%
+960.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.1% | +3.9% | +7.2% |
| 7D | +3.5% | -4.1% | +7.6% | +5.2% |
| 30D | -30.3% | +2.9% | -33.2% | -31.4% |
| 3M | -26.0% | -7.0% | -19.0% | -25.0% |
| 6M | -36.1% | +34.1% | -70.2% | -43.8% |
| YTD | +34.3% | +40.0% | -5.8% | +13.5% |
| 1Y | +35.3% | +67.2% | -31.9% | +6.4% |
| 3Y | +217.6% | -13.4% | +231.1% | +203.0% |
| 5Y | +210.1% | -65.1% | +275.2% | +311.0% |
| 10Y | +471.4% | +6.9% | +464.5% | +325.2% |
| All | +1,019.2% | +58.3% | +960.9% | +633.3% |
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 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