-42.9%
NFLX vs MSI
+36.7%
-79.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.4% |
| 7D | +2.6% | +8.3% | -5.8% | +1.2% |
| 30D | -9.0% | +18.9% | -27.9% | -11.6% |
| 3M | -13.7% | +13.2% | -27.0% | -15.6% |
| 6M | -26.9% | +38.3% | -65.2% | -30.6% |
| YTD | -31.8% | +38.9% | -70.7% | -33.8% |
| All | -42.9% | +36.7% | -79.6% | -43.9% |
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