+426.2%
NFLX vs MAS
+219.8%
+206.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.2% |
| 7D | +5.7% | +4.6% | +1.1% | +4.2% |
| 30D | -4.6% | +19.9% | -24.4% | -9.9% |
| 3M | -11.6% | +8.9% | -20.5% | -14.2% |
| 6M | -25.4% | +20.2% | -45.6% | -30.4% |
| YTD | -30.1% | +33.9% | -64.0% | -38.1% |
| 1Y | -40.3% | +34.7% | -75.0% | -47.4% |
| 3Y | +51.6% | +60.4% | -8.7% | +18.6% |
| 5Y | +1.5% | +43.5% | -41.9% | -18.5% |
| All | +426.2% | +219.8% | +206.4% | +224.4% |
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