-37.8%
NFLX vs MA
-1.7%
-36.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.0% |
| 7D | -4.2% | -2.7% | -1.5% | -3.3% |
| 30D | +5.5% | +1.5% | +3.9% | +4.9% |
| 3M | -4.1% | +20.4% | -24.5% | -9.0% |
| 6M | -20.7% | +11.1% | -31.8% | -23.4% |
| YTD | -16.5% | +2.0% | -18.5% | -19.0% |
| 1Y | -37.8% | -2.2% | -35.6% | -38.8% |
| All | -37.8% | -1.7% | -36.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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