+1,163.4%
CVNA vs MAGS
+122.1%
+1,041.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | -1.6% | +1.7% | -3.3% | -3.5% |
| 30D | +24.9% | -5.8% | +30.6% | +33.7% |
| 3M | -1.8% | +0.2% | -2.1% | -2.5% |
| 6M | +3.5% | -2.7% | +6.2% | +6.8% |
| YTD | -14.3% | +4.1% | -18.4% | -18.5% |
| 1Y | +13.6% | +7.5% | +6.1% | +3.9% |
| 3Y | +1,163.4% | +122.0% | +1,041.4% | +391.4% |
| All | +1,163.4% | +122.1% | +1,041.3% | +391.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling