-8.5%
NFLX vs MOS
-33.6%
+25.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.0% | -2.0% | 0.0% | -1.7% |
| 30D | -11.9% | +15.3% | -27.2% | -13.9% |
| 3M | -20.6% | +1.5% | -22.1% | -21.1% |
| 6M | -29.0% | -2.0% | -27.0% | -29.3% |
| YTD | -33.7% | -6.5% | -27.2% | -34.3% |
| 1Y | -46.2% | -11.1% | -35.1% | -46.3% |
| 3Y | +39.8% | -30.3% | +70.0% | +41.9% |
| All | -8.5% | -33.6% | +25.1% | -12.3% |
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