+1,001.9%
CVNA vs MSFU
+70.7%
+931.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.1% |
| 30D | -1.0% | -6.3% | +5.2% | +1.7% |
| 3M | +5.5% | +40.0% | -34.5% | -15.4% |
| 6M | +11.8% | +30.1% | -18.3% | -9.2% |
| YTD | -13.0% | -10.3% | -2.7% | -14.0% |
| 1Y | -2.1% | -19.0% | +16.9% | +3.9% |
| 3Y | +681.6% | +25.8% | +655.8% | +406.5% |
| All | +1,001.9% | +70.7% | +931.2% | +477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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