+52,899.3%
NFLX vs MS
+665.5%
+52,233.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.5% |
| 30D | -9.0% | -3.8% | -5.2% | -8.3% |
| 3M | -14.0% | -14.6% | +0.6% | -10.7% |
| 6M | -28.2% | -5.1% | -23.1% | -27.8% |
| YTD | -32.4% | +4.5% | -36.9% | -34.0% |
| 1Y | -42.2% | +13.5% | -55.7% | -44.9% |
| 3Y | +45.9% | +160.4% | -114.5% | +11.5% |
| 5Y | -1.8% | +112.9% | -114.7% | -21.3% |
| 10Y | +419.6% | +633.4% | -213.8% | +195.7% |
| All | +52,899.3% | +665.5% | +52,233.8% | +17,448.4% |
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