+47.0%
NFLX vs MTSI
+211.6%
-164.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.2% | +0.4% |
| 7D | +2.6% | +3.5% | -0.9% | +2.3% |
| 30D | -9.0% | -30.3% | +21.3% | -7.2% |
| 3M | -13.7% | -26.0% | +12.3% | -12.6% |
| 6M | -26.9% | -36.1% | +9.2% | -25.4% |
| YTD | -31.8% | +34.3% | -66.1% | -41.1% |
| 1Y | -42.1% | +35.3% | -77.3% | -50.2% |
| 3Y | +47.0% | +217.6% | -170.7% | -3.9% |
| All | +47.0% | +211.6% | -164.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling