-30.4%
CMCSA vs MAGS
+128.8%
-159.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | +12.3% | +3.8% | +8.5% | +11.4% |
| 6M | -15.4% | +13.2% | -28.6% | -17.7% |
| YTD | -2.5% | +4.7% | -7.2% | -3.6% |
| 1Y | -13.4% | +14.4% | -27.8% | -16.3% |
| 3Y | -30.4% | +128.6% | -158.9% | -47.0% |
| All | -30.4% | +128.8% | -159.1% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling