+8.2%
CMCSA vs MAS
+230.1%
-222.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.1% |
| 7D | +2.7% | +3.3% | -0.6% | +1.5% |
| 30D | +18.6% | +25.5% | -6.8% | +9.4% |
| 3M | -1.8% | +11.8% | -13.6% | -5.8% |
| 6M | -0.7% | +21.3% | -22.0% | -8.3% |
| YTD | -7.8% | +37.7% | -45.6% | -19.5% |
| 1Y | +0.7% | +41.0% | -40.3% | -12.9% |
| 3Y | -28.0% | +63.0% | -90.9% | -42.8% |
| 5Y | -42.1% | +44.1% | -86.2% | -52.9% |
| 10Y | +8.2% | +224.3% | -216.1% | -34.6% |
| All | +8.2% | +230.1% | -222.0% | -34.6% |
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