-37.8%
NFLX vs MSTZ
-29.5%
-8.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -8.0% | -5.3% |
| 7D | -4.2% | -29.7% | +25.5% | -5.0% |
| 30D | +5.5% | -65.3% | +70.7% | +2.5% |
| 3M | -4.1% | -57.3% | +53.3% | -5.5% |
| 6M | -20.7% | -61.6% | +41.0% | -22.2% |
| YTD | -16.5% | -78.3% | +61.7% | -18.5% |
| 1Y | -37.8% | -30.2% | -7.5% | -36.2% |
| All | -37.8% | -29.5% | -8.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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