-39.3%
NFLX vs MAS
+40.8%
-80.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -1.0% | +4.7% |
| 7D | +7.1% | +14.2% | -7.1% | +7.2% |
| 30D | -1.6% | +26.8% | -28.5% | -1.2% |
| 3M | -9.8% | +13.1% | -22.9% | -10.0% |
| 6M | -27.1% | +27.9% | -55.0% | -26.0% |
| YTD | -29.2% | +38.7% | -67.9% | -27.1% |
| 1Y | -39.3% | +40.4% | -79.6% | -36.6% |
| All | -39.3% | +40.8% | -80.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling