+47.0%
NFLX vs MOS
-24.9%
+71.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.7% |
| 7D | +2.6% | +19.7% | -17.1% | +1.3% |
| 30D | -9.0% | +21.5% | -30.5% | -10.3% |
| 3M | -13.7% | -0.4% | -13.3% | -14.0% |
| 6M | -26.9% | +4.5% | -31.4% | -27.3% |
| YTD | -31.8% | -2.9% | -28.9% | -32.4% |
| 1Y | -42.1% | -7.7% | -34.3% | -42.4% |
| 3Y | +47.0% | -25.6% | +72.6% | +44.4% |
| All | +47.0% | -24.9% | +71.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling