+15,339.0%
NFLX vs MA
+17,837.3%
-2,498.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.2% |
| 30D | -9.0% | +14.7% | -23.7% | -14.1% |
| 3M | -14.0% | +13.5% | -27.4% | -18.4% |
| 6M | -28.2% | +33.1% | -61.3% | -36.3% |
| YTD | -32.4% | +15.1% | -47.4% | -36.5% |
| 1Y | -42.2% | +18.7% | -60.9% | -46.6% |
| 3Y | +45.9% | +72.1% | -26.2% | +15.2% |
| 5Y | -1.8% | +92.8% | -94.6% | -25.6% |
| 10Y | +419.6% | +571.6% | -152.0% | +140.7% |
| All | +15,339.0% | +17,837.3% | -2,498.3% | +3,440.3% |
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