+154.2%
MSTR vs CVNA
+1,008.4%
-854.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -4.0% |
| 7D | -4.0% | +5.9% | -9.9% | -6.0% |
| 30D | -18.6% | +19.7% | -38.3% | -24.6% |
| 3M | +25.6% | +7.6% | +17.9% | +20.7% |
| 6M | -33.1% | -2.2% | -30.9% | -34.0% |
| YTD | -17.3% | -9.6% | -7.7% | -17.7% |
| 1Y | -48.1% | +25.4% | -73.5% | -54.9% |
| 3Y | +154.2% | +1,152.6% | -998.4% | +7.6% |
| All | +154.2% | +1,008.4% | -854.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling