+29.0%
NFLX vs MOS
-8.7%
+37.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.4% | -6.8% | -5.5% |
| 7D | -4.2% | +9.5% | -13.8% | -5.5% |
| 30D | +5.5% | +10.4% | -5.0% | +3.9% |
| 3M | -4.1% | +12.9% | -16.9% | -6.0% |
| 6M | -20.7% | +1.2% | -21.9% | -21.6% |
| YTD | -16.5% | +9.3% | -25.9% | -18.8% |
| 1Y | -37.8% | -18.0% | -19.8% | -36.7% |
| 3Y | +77.9% | -29.0% | +106.9% | +82.2% |
| All | +29.0% | -8.7% | +37.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling