+21.4%
CVNA vs MOS
-33.6%
+55.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | -1.6% | -2.0% | +0.3% | -1.0% |
| 30D | +24.9% | +15.3% | +9.6% | +18.7% |
| 3M | -1.8% | +1.5% | -3.3% | -3.0% |
| 6M | +3.5% | -2.0% | +5.5% | +2.3% |
| YTD | -14.3% | -6.5% | -7.7% | -16.2% |
| 1Y | +13.6% | -11.1% | +24.7% | +12.6% |
| 3Y | +1,163.4% | -30.3% | +1,193.7% | +1,236.8% |
| All | +21.4% | -33.6% | +55.0% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling