+25.7%
CVNA vs MAS
+39.2%
-13.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +4.4% |
| 7D | +7.7% | +2.0% | +5.8% | +5.6% |
| 30D | +17.2% | +19.4% | -2.2% | -4.7% |
| 3M | +7.7% | +9.4% | -1.8% | -3.7% |
| 6M | -5.5% | +15.3% | -20.9% | -23.0% |
| YTD | -12.8% | +31.3% | -44.1% | -43.5% |
| 1Y | +26.8% | +34.9% | -8.1% | -21.6% |
| 3Y | +1,007.0% | +58.6% | +948.4% | +359.6% |
| All | +25.7% | +39.2% | -13.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling