+113.8%
MSTR vs CVNA
+13.0%
+100.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | +9.3% | +3.5% | +5.8% | +8.2% |
| 30D | +36.5% | +5.5% | +31.0% | +34.3% |
| 3M | +7.3% | +7.6% | -0.3% | +4.4% |
| 6M | +2.2% | +17.6% | -15.4% | -2.9% |
| YTD | -10.2% | -11.5% | +1.3% | -9.1% |
| 1Y | -58.6% | +0.4% | -59.0% | -59.8% |
| 3Y | +283.2% | +695.6% | -412.4% | +111.7% |
| 5Y | +113.8% | +13.6% | +100.2% | +64.9% |
| All | +113.8% | +13.0% | +100.7% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling