-39.3%
NFLX vs MA
+24.3%
-63.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.7% | +3.1% |
| 7D | +7.1% | +10.2% | -3.1% | +3.0% |
| 30D | -1.6% | +19.3% | -21.0% | -8.1% |
| 3M | -9.8% | +18.0% | -27.7% | -15.3% |
| 6M | -27.1% | +33.7% | -60.8% | -34.1% |
| YTD | -29.2% | +18.6% | -47.8% | -35.8% |
| 1Y | -39.3% | +22.5% | -61.7% | -45.3% |
| All | -39.3% | +24.3% | -63.5% | -45.3% |
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