+597.8%
MSTR vs CVNA
+2,618.9%
-2,021.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.4% |
| 7D | +7.7% | -1.0% | +8.7% | +7.9% |
| 30D | +36.3% | -1.0% | +37.4% | +36.5% |
| 3M | +13.4% | +5.5% | +7.9% | +11.3% |
| 6M | -4.5% | +11.8% | -16.3% | -7.5% |
| YTD | -12.7% | -13.0% | +0.4% | -11.3% |
| 1Y | -59.6% | -2.1% | -57.5% | -60.3% |
| 3Y | +272.5% | +681.6% | -409.2% | +125.2% |
| 5Y | +107.1% | +11.6% | +95.5% | +28.1% |
| All | +597.8% | +2,618.9% | -2,021.1% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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