+3,259.9%
CVNA vs MOS
+10.4%
+3,249.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | +0.7% | +9.5% | -8.8% | -2.9% |
| 30D | +7.4% | +10.4% | -3.1% | +3.1% |
| 3M | +12.7% | +12.9% | -0.2% | +5.7% |
| 6M | +17.9% | +1.2% | +16.7% | +13.6% |
| YTD | -11.6% | +9.3% | -20.9% | -18.3% |
| 1Y | +0.8% | -18.0% | +18.7% | +4.3% |
| 3Y | +633.4% | -29.0% | +662.5% | +681.1% |
| 5Y | +13.5% | -9.6% | +23.1% | +1.9% |
| All | +3,259.9% | +10.4% | +3,249.5% | +2,055.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling