+650.9%
MSTR vs CVNA
+2,662.6%
-2,011.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +12.2% | +0.7% | +11.4% | +11.9% |
| 30D | +45.2% | +7.4% | +37.8% | +42.6% |
| 3M | +10.4% | +12.7% | -2.3% | +6.8% |
| 6M | -2.5% | +17.9% | -20.4% | -6.7% |
| YTD | -6.0% | -11.6% | +5.6% | -4.9% |
| 1Y | -56.4% | +0.8% | -57.2% | -57.4% |
| 3Y | +306.3% | +633.4% | -327.1% | +148.5% |
| 5Y | +100.5% | +13.5% | +87.0% | +23.5% |
| All | +650.9% | +2,662.6% | -2,011.7% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling