+486.9%
MSTR vs CVNA
+2,580.4%
-2,093.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | -13.4% | -1.6% | -11.8% | -13.1% |
| 30D | -22.1% | +24.9% | -46.9% | -26.1% |
| 3M | +15.0% | -1.8% | +16.8% | +14.9% |
| 6M | -37.3% | +3.5% | -40.8% | -38.4% |
| YTD | -26.5% | -14.3% | -12.3% | -25.4% |
| 1Y | -46.5% | +13.6% | -60.1% | -49.1% |
| 3Y | +121.1% | +1,163.4% | -1,042.4% | +22.8% |
| 5Y | +37.5% | +22.9% | +14.6% | -16.3% |
| All | +486.9% | +2,580.4% | -2,093.4% | +158.8% |
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