+3,189.2%
CVNA vs MS
+464.9%
+2,724.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.5% |
| 7D | +2.4% | +0.8% | +1.7% | +1.9% |
| 30D | +14.6% | -0.7% | +15.3% | +15.3% |
| 3M | -1.5% | -12.4% | +10.8% | +11.3% |
| 6M | -6.3% | -1.7% | -4.6% | -7.1% |
| YTD | -13.5% | +8.0% | -21.5% | -22.6% |
| 1Y | +13.3% | +16.2% | -2.9% | -5.9% |
| 3Y | +1,150.8% | +171.3% | +979.5% | +361.8% |
| 5Y | +27.1% | +124.8% | -97.7% | -39.0% |
| All | +3,189.2% | +464.9% | +2,724.3% | +630.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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