+409.0%
NFLX vs MS
+616.2%
-207.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | -9.0% | -3.8% | -5.2% | -8.1% |
| 3M | -14.0% | -14.6% | +0.6% | -9.8% |
| 6M | -28.2% | -5.1% | -23.1% | -27.8% |
| YTD | -32.4% | +4.5% | -36.9% | -34.8% |
| 1Y | -42.2% | +13.5% | -55.7% | -45.9% |
| 3Y | +45.9% | +160.4% | -114.5% | -0.1% |
| 5Y | -1.8% | +112.9% | -114.7% | -28.8% |
| All | +409.0% | +616.2% | -207.2% | +215.3% |
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