+9.0%
MSFT vs NFLX
-39.6%
+48.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +5.6% |
| 7D | +4.7% | +7.1% | -2.4% | +3.1% |
| 30D | +5.8% | -1.6% | +7.5% | +6.0% |
| 3M | +13.0% | -9.8% | +22.8% | +15.4% |
| 6M | +34.9% | -27.1% | +62.0% | +42.2% |
| YTD | +15.7% | -29.2% | +44.8% | +21.6% |
| 1Y | +9.0% | -39.3% | +48.2% | +16.7% |
| All | +9.0% | -39.6% | +48.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 NFLX 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