+74.4%
NFLX vs MTSI
+224.7%
-150.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -5.7% |
| 7D | -4.2% | +1.4% | -5.6% | -4.4% |
| 30D | +5.5% | +2.1% | +3.4% | +4.6% |
| 3M | -4.1% | -29.7% | +25.7% | -1.1% |
| 6M | -20.7% | +12.5% | -33.2% | -25.6% |
| YTD | -16.5% | +57.0% | -73.6% | -27.6% |
| 1Y | -37.8% | +103.9% | -141.7% | -49.9% |
| All | +74.4% | +224.7% | -150.3% | +20.9% |
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