-40.3%
NFLX vs MAS
+37.4%
-77.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -1.2% |
| 7D | +5.7% | +4.6% | +1.1% | +5.7% |
| 30D | -4.6% | +19.9% | -24.4% | -4.2% |
| 3M | -11.6% | +8.9% | -20.5% | -11.8% |
| 6M | -25.4% | +20.2% | -45.6% | -24.6% |
| YTD | -30.1% | +33.9% | -64.0% | -27.9% |
| 1Y | -40.3% | +34.7% | -75.0% | -37.8% |
| All | -40.3% | +37.4% | -77.7% | -37.8% |
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