+3.2%
MSFT vs NFLX
-44.9%
+48.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +1.0% |
| 7D | -2.4% | -4.4% | +2.0% | -1.4% |
| 30D | -3.8% | -11.0% | +7.3% | -1.4% |
| 3M | +6.4% | -15.5% | +21.9% | +10.3% |
| 6M | +28.8% | -28.5% | +57.3% | +36.7% |
| YTD | +8.8% | -33.1% | +42.0% | +15.7% |
| 1Y | +3.2% | -45.8% | +49.0% | +12.5% |
| All | +3.2% | -44.9% | +48.1% | +12.5% |
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