+3,214.0%
CVNA vs MS
+446.4%
+2,767.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +7.7% | -1.6% | +9.3% | +9.7% |
| 30D | +17.2% | -3.8% | +21.0% | +21.6% |
| 3M | +7.7% | -14.6% | +22.3% | +24.9% |
| 6M | -5.5% | -5.1% | -0.5% | -3.2% |
| YTD | -12.8% | +4.5% | -17.4% | -19.5% |
| 1Y | +26.8% | +13.5% | +13.2% | +7.7% |
| 3Y | +1,007.0% | +160.4% | +846.6% | +325.8% |
| 5Y | +23.5% | +112.9% | -89.4% | -37.8% |
| All | +3,214.0% | +446.4% | +2,767.5% | +660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling