-39.3%
NFLX vs MTSI
+59.5%
-98.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.6% |
| 7D | +7.1% | -10.7% | +17.7% | +5.5% |
| 30D | -1.6% | -29.0% | +27.3% | -5.3% |
| 3M | -9.8% | -14.7% | +4.9% | -10.8% |
| 6M | -27.1% | -20.1% | -7.0% | -28.8% |
| YTD | -29.2% | +36.1% | -65.3% | -31.6% |
| 1Y | -39.3% | +61.7% | -101.0% | -42.0% |
| All | -39.3% | +59.5% | -98.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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