-20.7%
NFLX vs MSTZ
-63.6%
+42.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -8.0% | -5.3% |
| 7D | -4.2% | -29.7% | +25.5% | -4.4% |
| 30D | +5.5% | -65.3% | +70.7% | +4.3% |
| 3M | -4.1% | -57.3% | +53.3% | -6.2% |
| 6M | -20.7% | -61.6% | +41.0% | -23.3% |
| All | -20.7% | -63.6% | +42.9% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling