-21.3%
CMCSA vs MAGS
+187.1%
-208.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.2% |
| 30D | -1.9% | +1.1% | -3.0% | -2.1% |
| 3M | +6.4% | +7.7% | -1.3% | +4.7% |
| 6M | -16.9% | +11.7% | -28.6% | -19.2% |
| YTD | -6.8% | +4.9% | -11.7% | -8.1% |
| 1Y | -15.9% | +14.3% | -30.2% | -19.0% |
| 3Y | -33.4% | +128.9% | -162.3% | -50.5% |
| All | -21.3% | +187.1% | -208.4% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling