-23.2%
CMCSA vs MAGS
+187.7%
-210.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.7% |
| 7D | -8.3% | +0.8% | -9.1% | -8.5% |
| 30D | -2.4% | +0.4% | -2.8% | -2.5% |
| 3M | +4.5% | +5.6% | -1.1% | +3.2% |
| 6M | -18.8% | +12.3% | -31.1% | -21.1% |
| YTD | -8.9% | +5.1% | -14.0% | -10.2% |
| 1Y | -18.3% | +14.0% | -32.3% | -21.3% |
| 3Y | -35.0% | +129.4% | -164.3% | -51.6% |
| All | -23.2% | +187.7% | -210.8% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling