+3,335.1%
CVNA vs MOS
-2.0%
+3,337.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +2.9% |
| 7D | +5.9% | +19.7% | -13.7% | -1.6% |
| 30D | +19.7% | +21.5% | -1.8% | +10.3% |
| 3M | +7.6% | -0.4% | +8.1% | +6.9% |
| 6M | -2.2% | +4.5% | -6.7% | -6.2% |
| YTD | -9.6% | -2.9% | -6.8% | -13.1% |
| 1Y | +25.4% | -7.7% | +33.1% | +22.4% |
| 3Y | +1,152.6% | -25.6% | +1,178.3% | +1,193.2% |
| 5Y | +28.9% | -31.2% | +60.0% | +30.4% |
| All | +3,335.1% | -2.0% | +3,337.1% | +2,192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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