+113.9%
CVNA vs MSTZ
-99.1%
+213.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -2.1% |
| 7D | -7.3% | +17.0% | -24.3% | -5.3% |
| 30D | -4.6% | -61.8% | +57.2% | -13.5% |
| 3M | +2.0% | -54.6% | +56.6% | -2.6% |
| 6M | +11.7% | -59.3% | +71.0% | +9.6% |
| YTD | -18.1% | -74.6% | +56.5% | -19.8% |
| 1Y | -2.4% | -18.8% | +16.4% | +17.9% |
| All | +113.9% | -99.1% | +213.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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