+13.0%
CVNA vs MS
+145.3%
-132.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.2% |
| 7D | +0.7% | +1.4% | -0.6% | -1.1% |
| 30D | +7.4% | -0.3% | +7.6% | +7.0% |
| 3M | +12.7% | +0.3% | +12.4% | +9.4% |
| 6M | +17.9% | +31.3% | -13.4% | -21.8% |
| YTD | -11.6% | +24.7% | -36.3% | -37.8% |
| 1Y | +0.8% | +47.9% | -47.2% | -45.0% |
| 3Y | +633.4% | +178.3% | +455.1% | +53.3% |
| All | +13.0% | +145.3% | -132.3% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling