0.0%
CMCSA vs MAS
+38.6%
-38.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | +18.8% | +21.6% | -2.8% | +13.5% |
| 3M | -1.1% | +14.1% | -15.2% | -4.3% |
| 6M | +2.5% | +22.6% | -20.1% | -3.2% |
| YTD | -6.7% | +35.4% | -42.2% | -14.0% |
| 1Y | 0.0% | +37.5% | -37.5% | -8.4% |
| All | 0.0% | +38.6% | -38.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling