+670.3%
NFLX vs MA
+508.8%
+161.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.0% |
| 30D | +3.5% | +1.4% | +2.1% | +2.8% |
| 3M | -7.1% | +17.7% | -24.8% | -15.2% |
| 6M | -22.5% | +9.7% | -32.1% | -26.7% |
| YTD | -18.1% | +0.5% | -18.6% | -18.9% |
| 1Y | -38.3% | -2.1% | -36.3% | -38.3% |
| 3Y | +73.4% | +40.1% | +33.3% | +40.0% |
| 5Y | +26.7% | +67.5% | -40.8% | -7.7% |
| 10Y | +670.3% | +505.6% | +164.7% | +85.7% |
| All | +670.3% | +508.8% | +161.5% | +85.7% |
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