+501.6%
MSTR vs CVNA
+2,523.7%
-2,022.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.6% |
| 7D | -11.5% | -1.7% | -9.8% | -11.2% |
| 30D | -24.8% | +17.3% | -42.1% | -27.7% |
| 3M | +20.6% | -2.3% | +22.9% | +20.8% |
| 6M | -38.0% | -3.9% | -34.1% | -38.0% |
| YTD | -24.7% | -16.1% | -8.6% | -23.2% |
| 1Y | -49.1% | +7.9% | -57.0% | -51.0% |
| 3Y | +124.7% | +1,113.4% | -988.7% | +26.0% |
| 5Y | +40.9% | +20.3% | +20.6% | -13.7% |
| All | +501.6% | +2,523.7% | -2,022.1% | +166.6% |
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