+45.9%
NFLX vs MA
+71.7%
-25.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +2.1% | +2.3% | -0.2% | +1.0% |
| 30D | -9.0% | +14.7% | -23.7% | -14.9% |
| 3M | -14.0% | +13.5% | -27.4% | -19.1% |
| 6M | -28.2% | +33.1% | -61.3% | -37.3% |
| YTD | -32.4% | +15.1% | -47.4% | -37.0% |
| 1Y | -42.2% | +18.7% | -60.9% | -47.1% |
| 3Y | +45.9% | +72.1% | -26.2% | +1.7% |
| All | +45.9% | +71.7% | -25.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling