+3,227.5%
CVNA vs MSI
+611.8%
+2,615.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | 0.0% |
| 7D | -4.8% | +7.7% | -12.4% | -10.4% |
| 30D | +24.1% | +19.9% | +4.2% | +7.5% |
| 3M | +2.6% | +14.9% | -12.3% | -8.4% |
| 6M | -3.1% | +37.2% | -40.3% | -25.8% |
| YTD | -12.5% | +40.8% | -53.3% | -36.2% |
| 1Y | +13.0% | +38.1% | -25.1% | -16.5% |
| 3Y | +1,165.3% | +77.7% | +1,087.6% | +618.2% |
| 5Y | +29.0% | +129.0% | -100.0% | -41.5% |
| All | +3,227.5% | +611.8% | +2,615.7% | +921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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