+1,163.4%
CVNA vs MS
+177.9%
+985.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.3% |
| 7D | -1.6% | +5.1% | -6.7% | -6.5% |
| 30D | +24.9% | +5.7% | +19.2% | +17.9% |
| 3M | -1.8% | -12.2% | +10.4% | +11.6% |
| 6M | +3.5% | -0.5% | +4.0% | +0.4% |
| YTD | -14.3% | +9.8% | -24.1% | -26.8% |
| 1Y | +13.6% | +17.7% | -4.1% | -11.1% |
| 3Y | +1,163.4% | +176.8% | +986.6% | +168.2% |
| All | +1,163.4% | +177.9% | +985.5% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling