+65,302.9%
NFLX vs MAS
+423.6%
+64,879.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.1% | -5.9% |
| 7D | -4.2% | -0.8% | -3.5% | -4.1% |
| 30D | +5.5% | -5.6% | +11.0% | +7.2% |
| 3M | -4.1% | +4.4% | -8.5% | -6.2% |
| 6M | -20.7% | +7.2% | -27.9% | -23.8% |
| YTD | -16.5% | +16.1% | -32.7% | -22.4% |
| 1Y | -37.8% | +0.1% | -37.9% | -39.5% |
| 3Y | +77.9% | +28.3% | +49.6% | +54.0% |
| 5Y | +32.5% | +30.5% | +2.0% | +13.3% |
| 10Y | +703.6% | +139.1% | +564.4% | +441.4% |
| All | +65,302.9% | +423.6% | +64,879.3% | +24,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling