+4,000.8%
NFLX vs MTSI
+1,208.2%
+2,792.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +0.1% |
| 7D | -2.8% | +7.2% | -10.0% | -4.7% |
| 30D | -8.6% | -18.4% | +9.8% | -6.3% |
| 3M | -13.7% | -16.7% | +3.0% | -13.1% |
| 6M | -24.5% | -31.7% | +7.2% | -22.4% |
| YTD | -31.2% | +45.9% | -77.0% | -41.4% |
| 1Y | -43.2% | +47.0% | -90.2% | -51.9% |
| 3Y | +44.3% | +224.1% | -179.8% | -1.7% |
| 5Y | -1.9% | +238.5% | -240.4% | -34.8% |
| 10Y | +462.3% | +512.7% | -50.4% | +188.1% |
| All | +4,000.8% | +1,208.2% | +2,792.6% | +1,578.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling