+872.1%
MSFT vs NFLX
+692.5%
+179.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.5% | -8.1% | +4.6% | -0.9% |
| 30D | -2.1% | +1.6% | -3.7% | -2.7% |
| 3M | +24.2% | -7.3% | +31.5% | +26.7% |
| 6M | +21.9% | -21.6% | +43.4% | +30.5% |
| YTD | +2.5% | -18.9% | +21.4% | +8.1% |
| 1Y | -0.8% | -39.1% | +38.3% | +13.9% |
| 3Y | +50.8% | +71.7% | -20.9% | +21.2% |
| 5Y | +73.5% | +27.0% | +46.6% | +43.7% |
| All | +872.1% | +692.5% | +179.6% | +400.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling