+54,696.4%
NFLX vs MS
+669.7%
+54,026.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | +0.2% |
| 7D | +5.7% | -3.4% | +9.1% | +6.5% |
| 30D | -4.6% | -3.9% | -0.6% | -3.8% |
| 3M | -11.6% | -15.9% | +4.3% | -8.0% |
| 6M | -25.4% | -2.5% | -22.9% | -25.5% |
| YTD | -30.1% | +5.1% | -35.2% | -31.9% |
| 1Y | -40.3% | +13.0% | -53.3% | -43.0% |
| 3Y | +51.6% | +160.7% | -109.0% | +15.8% |
| 5Y | +1.5% | +114.0% | -112.5% | -18.7% |
| 10Y | +437.2% | +637.5% | -200.2% | +205.2% |
| All | +54,696.4% | +669.7% | +54,026.6% | +18,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling