-39.8%
NFLX vs MSI
-2.5%
-37.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -8.1% | -4.0% | -4.1% | -7.6% |
| 30D | -0.3% | -0.5% | +0.1% | -0.3% |
| 3M | -6.6% | +11.4% | -18.0% | -8.2% |
| 6M | -22.7% | +1.0% | -23.6% | -23.4% |
| YTD | -18.9% | +20.7% | -39.6% | -19.3% |
| 1Y | -39.8% | -2.7% | -37.1% | -39.1% |
| All | -39.8% | -2.5% | -37.3% | -39.1% |
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