+52,899.3%
NFLX vs MSI
+1,092.9%
+51,806.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +2.1% | +4.7% | -2.5% | +0.3% |
| 30D | -9.0% | +14.8% | -23.8% | -13.8% |
| 3M | -14.0% | +8.8% | -22.8% | -16.8% |
| 6M | -28.2% | +19.3% | -47.5% | -33.4% |
| YTD | -32.4% | +35.3% | -67.7% | -40.5% |
| 1Y | -42.2% | +33.8% | -76.0% | -49.0% |
| 3Y | +45.9% | +74.4% | -28.6% | +15.0% |
| 5Y | -1.8% | +120.5% | -122.3% | -29.5% |
| 10Y | +419.6% | +685.2% | -265.6% | +123.6% |
| All | +52,899.3% | +1,092.9% | +51,806.4% | +11,243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling