-39.3%
NFLX vs MSI
+28.6%
-67.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.5% |
| 7D | +7.1% | +2.8% | +4.3% | +6.6% |
| 30D | -1.6% | +9.1% | -10.8% | -3.1% |
| 3M | -9.8% | +12.5% | -22.3% | -11.5% |
| 6M | -27.1% | +14.2% | -41.3% | -29.0% |
| YTD | -29.2% | +30.7% | -59.9% | -30.7% |
| 1Y | -39.3% | +27.5% | -66.8% | -39.0% |
| All | -39.3% | +28.6% | -67.8% | -39.0% |
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