+462.3%
NFLX vs MS
+575.8%
-113.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -8.6% | +0.9% | -9.5% | -9.1% |
| 3M | -13.7% | -10.8% | -2.9% | -10.7% |
| 6M | -24.5% | +0.9% | -25.4% | -25.6% |
| YTD | -31.2% | +9.8% | -41.0% | -34.7% |
| 1Y | -43.2% | +17.1% | -60.3% | -47.5% |
| 3Y | +44.3% | +175.7% | -131.4% | -3.8% |
| 5Y | -1.9% | +125.9% | -127.7% | -30.7% |
| 10Y | +462.3% | +556.2% | -93.9% | +200.6% |
| All | +462.3% | +575.8% | -113.6% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling