+11.0%
CMCSA vs MOS
+8.6%
+2.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +5.0% | +21.6% | -16.5% | +1.7% |
| 30D | +16.5% | +12.0% | +4.5% | +14.1% |
| 3M | -1.6% | -3.9% | +2.3% | -1.4% |
| 6M | -5.0% | -3.3% | -1.7% | -5.4% |
| YTD | -8.3% | -4.6% | -3.6% | -9.2% |
| 1Y | +0.4% | -7.0% | +7.4% | -0.5% |
| 3Y | -31.0% | -24.4% | -6.5% | -30.5% |
| 5Y | -42.5% | -32.1% | -10.4% | -43.5% |
| All | +11.0% | +8.6% | +2.4% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling