+3,189.2%
CVNA vs MAS
+164.5%
+3,024.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -2.8% |
| 7D | +2.4% | +3.6% | -1.1% | -1.2% |
| 30D | +14.6% | +23.8% | -9.2% | -9.0% |
| 3M | -1.5% | +14.4% | -16.0% | -15.1% |
| 6M | -6.3% | +19.7% | -26.1% | -25.1% |
| YTD | -13.5% | +36.0% | -49.4% | -42.8% |
| 1Y | +13.3% | +40.4% | -27.1% | -28.4% |
| 3Y | +1,150.8% | +58.9% | +1,091.9% | +553.5% |
| 5Y | +27.1% | +44.5% | -17.4% | -18.3% |
| All | +3,189.2% | +164.5% | +3,024.7% | +976.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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