+986.3%
CVNA vs MSFU
+88.0%
+898.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.6% | -2.8% | +1.1% | -0.4% |
| 30D | +24.9% | -5.3% | +30.2% | +27.3% |
| 3M | -1.8% | +7.2% | -9.0% | -6.2% |
| 6M | +3.5% | +51.0% | -47.5% | -22.0% |
| YTD | -14.3% | -1.2% | -13.0% | -19.8% |
| 1Y | +13.6% | -10.3% | +23.9% | +13.2% |
| 3Y | +1,163.4% | +22.2% | +1,141.2% | +780.4% |
| All | +986.3% | +88.0% | +898.3% | +438.4% |
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