+3,727.9%
CVNA vs MAGS
+186.6%
+3,541.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +3.5% | +1.2% | +2.3% | +1.7% |
| 30D | +5.5% | -0.1% | +5.6% | +5.6% |
| 3M | +7.6% | +3.8% | +3.8% | +2.5% |
| 6M | +17.6% | +13.2% | +4.3% | -0.1% |
| YTD | -11.5% | +4.7% | -16.2% | -16.4% |
| 1Y | +0.4% | +14.4% | -14.0% | -14.5% |
| 3Y | +695.6% | +128.6% | +567.0% | +148.2% |
| All | +3,727.9% | +186.6% | +3,541.2% | +765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling