+73.8%
NFLX vs MAGS
+128.4%
-54.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +4.3% | +3.2% | +1.1% | +2.8% |
| 3M | -4.8% | +7.7% | -12.4% | -8.2% |
| 6M | -18.4% | +12.5% | -30.9% | -23.5% |
| YTD | -17.4% | +6.0% | -23.4% | -20.2% |
| 1Y | -35.7% | +14.4% | -50.1% | -40.6% |
| 3Y | +73.8% | +127.5% | -53.7% | +11.7% |
| All | +73.8% | +128.4% | -54.6% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling