+2,126.3%
CMCSA vs MAS
+1,727.7%
+398.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.6% | -0.7% | +3.2% |
| 7D | +15.2% | +14.2% | +1.0% | +10.6% |
| 30D | +17.0% | +26.8% | -9.8% | +8.7% |
| 3M | +1.2% | +13.1% | -11.9% | -2.7% |
| 6M | -5.5% | +27.9% | -33.4% | -13.3% |
| YTD | -6.5% | +38.7% | -45.2% | -16.9% |
| 1Y | +1.8% | +40.4% | -38.6% | -9.9% |
| 3Y | -30.8% | +66.1% | -96.9% | -43.1% |
| 5Y | -40.2% | +47.4% | -87.6% | -49.7% |
| 10Y | +14.7% | +238.3% | -223.6% | -27.6% |
| All | +2,126.3% | +1,727.7% | +398.6% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling