-37.8%
NFLX vs MSI
-0.7%
-37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.2% |
| 7D | -4.2% | -3.7% | -0.6% | -3.8% |
| 30D | +5.5% | +6.8% | -1.4% | +4.4% |
| 3M | -4.1% | +14.3% | -18.4% | -6.0% |
| 6M | -20.7% | -1.6% | -19.1% | -21.4% |
| YTD | -16.5% | +22.8% | -39.3% | -17.1% |
| 1Y | -37.8% | -1.1% | -36.7% | -37.3% |
| All | -37.8% | -0.7% | -37.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling