+18.2%
MA vs ROKU
+53.5%
-35.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | +3.5% | -1.2% | +1.9% |
| 30D | +14.7% | +5.1% | +9.6% | +14.1% |
| 3M | +13.5% | +7.0% | +6.5% | +12.7% |
| 6M | +33.1% | +25.4% | +7.7% | +30.1% |
| YTD | +15.1% | +48.0% | -32.9% | +9.2% |
| All | +18.2% | +53.5% | -35.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling