+687.9%
NFLX vs MSI
+593.5%
+94.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -8.1% | -4.0% | -4.1% | -6.5% |
| 30D | -0.3% | -0.5% | +0.1% | -0.2% |
| 3M | -6.6% | +11.4% | -18.0% | -11.2% |
| 6M | -22.7% | +1.0% | -23.6% | -23.7% |
| YTD | -18.9% | +20.7% | -39.6% | -26.3% |
| 1Y | -39.8% | -2.7% | -37.1% | -40.0% |
| 3Y | +71.7% | +68.2% | +3.5% | +31.2% |
| 5Y | +27.2% | +100.0% | -72.7% | -11.4% |
| 10Y | +687.9% | +596.9% | +91.0% | +205.6% |
| All | +687.9% | +593.5% | +94.3% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling