-38.3%
NFLX vs MA
-1.4%
-36.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -5.0% | -1.8% | -3.2% | -4.4% |
| 30D | +3.5% | +1.4% | +2.1% | +3.2% |
| 3M | -7.1% | +17.7% | -24.8% | -11.2% |
| 6M | -22.5% | +9.7% | -32.1% | -24.8% |
| YTD | -18.1% | +0.5% | -18.6% | -20.2% |
| 1Y | -38.3% | -2.1% | -36.3% | -39.4% |
| All | -38.3% | -1.4% | -36.9% | -39.4% |
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