+409.0%
NFLX vs MAS
+213.7%
+195.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.7% |
| 7D | +2.1% | +2.0% | +0.2% | +1.5% |
| 30D | -9.0% | +19.4% | -28.4% | -14.0% |
| 3M | -14.0% | +9.4% | -23.4% | -16.6% |
| 6M | -28.2% | +15.3% | -43.5% | -32.1% |
| YTD | -32.4% | +31.3% | -63.7% | -39.7% |
| 1Y | -42.2% | +34.9% | -77.1% | -49.1% |
| 3Y | +45.9% | +58.6% | -12.7% | +14.4% |
| 5Y | -1.8% | +40.7% | -42.5% | -20.7% |
| All | +409.0% | +213.7% | +195.3% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling