+4,871.9%
NFLX vs MTSI
+1,308.1%
+3,563.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -6.0% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | +5.5% | +2.1% | +3.4% | +4.0% |
| 3M | -4.1% | -29.7% | +25.7% | +1.0% |
| 6M | -20.7% | +12.5% | -33.2% | -25.9% |
| YTD | -16.5% | +57.0% | -73.6% | -28.3% |
| 1Y | -37.8% | +103.9% | -141.7% | -50.1% |
| 3Y | +77.9% | +223.6% | -145.7% | +24.2% |
| 5Y | +32.5% | +321.6% | -289.0% | -13.6% |
| 10Y | +703.6% | +517.7% | +185.8% | +320.5% |
| All | +4,871.9% | +1,308.1% | +3,563.7% | +1,954.5% |
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