+1.8%
CMCSA vs MOS
-16.2%
+18.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +17.4% | -12.4% | +4.0% |
| 7D | +15.2% | +17.9% | -2.7% | +14.1% |
| 30D | +17.0% | +1.6% | +15.4% | +16.2% |
| 3M | +1.2% | -4.0% | +5.2% | +0.6% |
| 6M | -5.5% | -4.1% | -1.4% | -6.2% |
| YTD | -6.5% | -7.8% | +1.3% | -5.1% |
| 1Y | +1.8% | -15.6% | +17.4% | +3.6% |
| All | +1.8% | -16.2% | +18.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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