+13.3%
NFLX vs MSTU
-85.2%
+98.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.2% | -5.2% |
| 7D | -4.2% | +21.3% | -25.6% | -5.5% |
| 30D | +5.5% | +90.8% | -85.4% | +0.8% |
| 3M | -4.1% | -6.8% | +2.7% | -5.5% |
| 6M | -20.7% | -39.8% | +19.1% | -21.3% |
| YTD | -16.5% | -55.7% | +39.1% | -17.3% |
| 1Y | -37.8% | -92.7% | +54.9% | -31.4% |
| All | +13.3% | -85.2% | +98.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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