+423.4%
NFLX vs MS
+614.4%
-191.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | -0.2% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | -9.0% | -0.9% | -8.1% | -9.0% |
| 3M | -13.7% | -13.0% | -0.8% | -10.1% |
| 6M | -26.9% | -2.0% | -24.9% | -27.3% |
| YTD | -31.8% | +7.8% | -39.6% | -34.9% |
| 1Y | -42.1% | +17.9% | -59.9% | -46.5% |
| 3Y | +47.0% | +174.8% | -127.8% | -1.6% |
| 5Y | -2.5% | +119.9% | -122.4% | -30.3% |
| 10Y | +423.4% | +578.8% | -155.5% | +219.6% |
| All | +423.4% | +614.4% | -191.1% | +219.6% |
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