+65,302.9%
NFLX vs MS
+813.0%
+64,489.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | +5.5% | -0.3% | +5.7% | +5.4% |
| 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% | -21.9% |
| 1Y | -37.8% | +47.9% | -85.7% | -44.4% |
| 3Y | +77.9% | +178.3% | -100.4% | +33.7% |
| 5Y | +32.5% | +144.9% | -112.4% | +2.7% |
| 10Y | +703.6% | +804.5% | -101.0% | +335.4% |
| All | +65,302.9% | +813.0% | +64,489.9% | +20,666.8% |
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