-2.7%
NFLX vs MAS
+39.2%
-41.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.7% |
| 7D | +2.1% | +2.0% | +0.2% | +1.6% |
| 30D | -9.0% | +19.4% | -28.4% | -13.4% |
| 3M | -14.0% | +9.4% | -23.4% | -16.3% |
| 6M | -28.2% | +15.3% | -43.5% | -31.6% |
| YTD | -32.4% | +31.3% | -63.7% | -39.2% |
| 1Y | -42.2% | +34.9% | -77.1% | -48.7% |
| 3Y | +45.9% | +58.6% | -12.7% | +9.8% |
| All | -2.7% | +39.2% | -41.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling