+2,236.9%
CMCSA vs MAS
+1,430.5%
+806.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | +7.0% | -5.6% | +12.6% | +8.9% |
| 3M | +15.1% | +4.4% | +10.6% | +12.8% |
| 6M | -15.4% | +7.2% | -22.6% | -18.1% |
| YTD | -1.9% | +16.1% | -18.0% | -7.8% |
| 1Y | -12.7% | +0.1% | -12.8% | -14.2% |
| 3Y | -31.0% | +28.3% | -59.3% | -38.6% |
| 5Y | -46.1% | +30.5% | -76.6% | -53.0% |
| 10Y | +10.8% | +139.1% | -128.3% | -22.4% |
| All | +2,236.9% | +1,430.5% | +806.4% | +520.5% |
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 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