+74.4%
NFLX vs MS
+178.0%
-103.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | -4.2% | +1.4% | -5.6% | -4.5% |
| 30D | +5.5% | -0.3% | +5.7% | +5.5% |
| 3M | -4.1% | +0.3% | -4.4% | -4.5% |
| 6M | -20.7% | +31.3% | -52.0% | -26.5% |
| YTD | -16.5% | +24.7% | -41.2% | -22.0% |
| 1Y | -37.8% | +47.9% | -85.7% | -45.1% |
| All | +74.4% | +178.0% | -103.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling