-29.2%
CMCSA vs MAS
+29.0%
-58.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | +7.0% | -5.6% | +12.6% | +8.4% |
| 3M | +15.1% | +4.4% | +10.6% | +13.2% |
| 6M | -15.4% | +7.2% | -22.6% | -17.4% |
| YTD | -1.9% | +16.1% | -18.0% | -6.4% |
| 1Y | -12.7% | +0.1% | -12.8% | -13.9% |
| All | -29.2% | +29.0% | -58.2% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling