+448.1%
NFLX vs MA
+554.9%
-106.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.3% |
| 7D | -0.3% | +1.8% | -2.1% | -1.2% |
| 30D | -10.0% | +11.8% | -21.8% | -15.4% |
| 3M | -17.1% | +17.2% | -34.2% | -24.0% |
| 6M | -27.7% | +33.4% | -61.1% | -38.4% |
| YTD | -32.5% | +16.1% | -48.7% | -38.4% |
| 1Y | -43.5% | +19.9% | -63.4% | -49.4% |
| 3Y | +41.4% | +70.1% | -28.6% | +2.8% |
| 5Y | -2.2% | +89.6% | -91.8% | -33.0% |
| 10Y | +448.1% | +568.4% | -120.3% | +45.5% |
| All | +448.1% | +554.9% | -106.8% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling