+3,146.8%
CVNA vs MAS
+160.5%
+2,986.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.6% | -3.3% |
| 7D | +5.5% | +4.6% | +1.0% | +0.8% |
| 30D | +12.8% | +19.9% | -7.0% | -7.1% |
| 3M | +3.7% | +8.9% | -5.2% | -5.8% |
| 6M | -4.9% | +20.2% | -25.1% | -24.2% |
| YTD | -14.6% | +33.9% | -48.5% | -42.5% |
| 1Y | +16.4% | +34.7% | -18.3% | -22.8% |
| 3Y | +1,016.5% | +60.4% | +956.1% | +475.6% |
| 5Y | +21.0% | +43.5% | -22.5% | -21.5% |
| All | +3,146.8% | +160.5% | +2,986.4% | +981.9% |
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 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