+452.9%
NFLX vs MTSI
+498.4%
-45.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.6% |
| 7D | -4.4% | +29.1% | -33.5% | -9.1% |
| 30D | -11.0% | -20.4% | +9.4% | -8.4% |
| 3M | -15.5% | -20.9% | +5.4% | -14.0% |
| 6M | -28.5% | -32.3% | +3.8% | -26.4% |
| YTD | -33.1% | +43.5% | -76.6% | -43.4% |
| 1Y | -45.8% | +43.8% | -89.7% | -54.3% |
| 3Y | +40.2% | +218.8% | -178.6% | -6.4% |
| 5Y | -8.2% | +228.3% | -236.5% | -40.4% |
| All | +452.9% | +498.4% | -45.5% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling