+85.4%
NFLX vs MAGS
+185.8%
-100.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -4.4% | +3.0% | -7.4% | -5.8% |
| 30D | -11.0% | -7.3% | -3.7% | -7.8% |
| 3M | -15.5% | +1.7% | -17.2% | -16.5% |
| 6M | -28.5% | -0.4% | -28.1% | -28.8% |
| YTD | -33.1% | +4.4% | -37.5% | -35.4% |
| 1Y | -45.8% | +5.1% | -50.9% | -47.9% |
| 3Y | +40.2% | +122.6% | -82.4% | -18.6% |
| All | +85.4% | +185.8% | -100.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling