+18,952.2%
NFLX vs MA
+15,793.6%
+3,158.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.9% |
| 7D | -4.2% | -2.7% | -1.5% | -3.1% |
| 30D | +5.5% | +1.5% | +3.9% | +4.8% |
| 3M | -4.1% | +20.4% | -24.5% | -11.2% |
| 6M | -20.7% | +11.1% | -31.8% | -24.3% |
| YTD | -16.5% | +2.0% | -18.5% | -17.6% |
| 1Y | -37.8% | -2.2% | -35.6% | -37.7% |
| 3Y | +77.9% | +41.9% | +36.0% | +52.0% |
| 5Y | +32.5% | +75.4% | -42.8% | +4.2% |
| 10Y | +703.6% | +527.5% | +176.0% | +284.8% |
| All | +18,952.2% | +15,793.6% | +3,158.6% | +4,496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling