+45.9%
NFLX vs MOS
-26.6%
+72.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +2.1% | +21.6% | -19.4% | +0.8% |
| 30D | -9.0% | +12.0% | -21.0% | -9.8% |
| 3M | -14.0% | -3.9% | -10.1% | -14.0% |
| 6M | -28.2% | -3.3% | -24.8% | -28.3% |
| YTD | -32.4% | -4.6% | -27.7% | -32.9% |
| 1Y | -42.2% | -7.0% | -35.2% | -42.6% |
| 3Y | +45.9% | -24.4% | +70.3% | +42.9% |
| All | +45.9% | -26.6% | +72.5% | +42.9% |
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