-1.9%
NFLX vs MTSI
+247.2%
-249.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +0.2% |
| 7D | -2.8% | +7.2% | -10.0% | -4.6% |
| 30D | -8.6% | -18.4% | +9.8% | -6.1% |
| 3M | -13.7% | -16.7% | +3.0% | -13.0% |
| 6M | -24.5% | -31.7% | +7.2% | -21.8% |
| YTD | -31.2% | +45.9% | -77.0% | -46.3% |
| 1Y | -43.2% | +47.0% | -90.2% | -56.0% |
| 3Y | +44.3% | +224.1% | -179.8% | -28.1% |
| 5Y | -1.9% | +238.5% | -240.4% | -57.8% |
| All | -1.9% | +247.2% | -249.1% | -57.8% |
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