-8.5%
NFLX vs MA
+86.6%
-95.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.8% |
| 30D | -11.9% | +9.6% | -21.5% | -17.2% |
| 3M | -20.6% | +16.8% | -37.3% | -28.4% |
| 6M | -29.0% | +35.2% | -64.2% | -42.0% |
| YTD | -33.7% | +16.6% | -50.3% | -40.6% |
| 1Y | -46.2% | +19.8% | -65.9% | -52.8% |
| 3Y | +39.8% | +70.7% | -30.9% | -9.0% |
| All | -8.5% | +86.6% | -95.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling