+48.9%
MSFT vs NFLX
+71.6%
-22.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | -8.1% | +7.1% | +1.2% |
| 30D | -2.7% | -0.3% | -2.3% | -2.7% |
| 3M | +22.1% | -6.6% | +28.7% | +23.9% |
| 6M | +20.6% | -22.7% | +43.2% | +27.8% |
| YTD | +2.3% | -18.9% | +21.2% | +6.8% |
| 1Y | -0.5% | -39.8% | +39.3% | +12.3% |
| All | +48.9% | +71.6% | -22.7% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling