+3,265.8%
CVNA vs MS
+547.3%
+2,718.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | +3.5% | +2.5% | +1.1% | +1.0% |
| 30D | +5.5% | 0.0% | +5.5% | +5.0% |
| 3M | +7.6% | +2.4% | +5.1% | +3.4% |
| 6M | +17.6% | +36.4% | -18.8% | -15.9% |
| YTD | -11.5% | +23.8% | -35.3% | -30.6% |
| 1Y | +0.4% | +48.6% | -48.3% | -34.9% |
| 3Y | +695.6% | +179.1% | +516.4% | +186.9% |
| 5Y | +13.6% | +144.8% | -131.2% | -50.7% |
| All | +3,265.8% | +547.3% | +2,718.5% | +555.1% |
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