+5.4%
CMCSA vs MOS
+2.2%
+3.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | +2.7% | +19.7% | -17.0% | -0.4% |
| 30D | +18.6% | +21.5% | -2.9% | +14.7% |
| 3M | -1.8% | -0.4% | -1.4% | -2.3% |
| 6M | -0.7% | +4.5% | -5.2% | -2.3% |
| YTD | -7.8% | -2.9% | -4.9% | -9.0% |
| 1Y | +0.7% | -7.7% | +8.5% | 0.0% |
| 3Y | -28.0% | -25.6% | -2.3% | -27.2% |
| 5Y | -42.1% | -31.2% | -10.9% | -43.2% |
| All | +5.4% | +2.2% | +3.2% | -12.3% |
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