+3,259.9%
CVNA vs MAS
+125.9%
+3,134.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | -0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | +7.4% | -5.6% | +12.9% | +13.8% |
| 3M | +12.7% | +4.4% | +8.2% | +4.5% |
| 6M | +17.9% | +7.2% | +10.7% | +4.8% |
| YTD | -11.6% | +16.1% | -27.7% | -30.6% |
| 1Y | +0.8% | +0.1% | +0.7% | -7.0% |
| 3Y | +633.4% | +28.3% | +605.1% | +389.2% |
| 5Y | +13.5% | +30.5% | -17.0% | -18.5% |
| All | +3,259.9% | +125.9% | +3,134.0% | +1,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling