-2.7%
NFLX vs MTSI
+183.3%
-186.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.1% | -5.3% |
| 7D | +2.1% | -10.0% | +12.1% | +3.6% |
| 30D | -9.0% | -37.2% | +28.2% | -1.7% |
| 3M | -14.0% | -30.1% | +16.1% | -10.4% |
| 6M | -28.2% | -31.9% | +3.7% | -27.3% |
| YTD | -32.4% | +23.2% | -55.5% | -45.5% |
| 1Y | -42.2% | +26.4% | -68.6% | -54.2% |
| 3Y | +45.9% | +186.2% | -140.3% | -26.7% |
| All | -2.7% | +183.3% | -186.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling