+2,903.4%
MSFT vs NFLX
+67,565.1%
-64,661.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.2% |
| 7D | -2.7% | -4.2% | +1.6% | -2.1% |
| 30D | +2.7% | +5.5% | -2.8% | +1.8% |
| 3M | +17.0% | -4.1% | +21.0% | +17.5% |
| 6M | +23.8% | -20.7% | +44.5% | +27.8% |
| YTD | +4.0% | -16.5% | +20.5% | +6.3% |
| 1Y | -0.8% | -37.8% | +37.0% | +5.6% |
| 3Y | +55.6% | +77.9% | -22.3% | +41.0% |
| 5Y | +72.9% | +32.5% | +40.4% | +57.5% |
| 10Y | +875.8% | +703.6% | +172.3% | +620.5% |
| All | +2,903.4% | +67,565.1% | -64,661.8% | +987.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling