+13.6%
CMCSA vs MAS
+219.8%
-206.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.6% |
| 7D | +12.0% | +4.6% | +7.5% | +10.3% |
| 30D | +17.5% | +19.9% | -2.4% | +10.2% |
| 3M | +2.4% | +8.9% | -6.5% | -0.9% |
| 6M | -2.9% | +20.2% | -23.1% | -10.1% |
| YTD | -6.2% | +33.9% | -40.0% | -17.2% |
| 1Y | +0.4% | +34.7% | -34.3% | -11.7% |
| 3Y | -30.6% | +60.4% | -90.9% | -44.6% |
| 5Y | -41.2% | +43.5% | -84.7% | -52.2% |
| All | +13.6% | +219.8% | -206.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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