-39.1%
NFLX vs MSTZ
-12.4%
-26.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.2% |
| 7D | -8.1% | +24.8% | -32.8% | -7.4% |
| 30D | +1.6% | -59.2% | +60.9% | -0.8% |
| 3M | -7.3% | -56.9% | +49.6% | -8.7% |
| 6M | -21.6% | -57.6% | +36.0% | -23.1% |
| YTD | -18.9% | -73.6% | +54.7% | -20.3% |
| 1Y | -39.1% | -15.6% | -23.5% | -36.7% |
| All | -39.1% | -12.4% | -26.7% | -36.7% |
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