+3,443.0%
CVNA vs MAGS
+190.0%
+3,253.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.9% |
| 7D | -7.3% | +0.6% | -7.9% | -8.1% |
| 30D | -4.6% | +3.2% | -7.8% | -8.4% |
| 3M | +2.0% | +7.7% | -5.7% | -7.4% |
| 6M | +11.7% | +12.5% | -0.7% | -4.2% |
| YTD | -18.1% | +6.0% | -24.0% | -23.9% |
| 1Y | -2.4% | +14.4% | -16.8% | -16.9% |
| 3Y | +580.6% | +127.5% | +453.0% | +115.6% |
| All | +3,443.0% | +190.0% | +3,253.0% | +688.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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