+6.4%
CMCSA vs MOS
+3.2%
+3.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +4.6% | +24.8% | -20.2% | +0.8% |
| 30D | +19.8% | +22.7% | -2.9% | +15.7% |
| 3M | -0.3% | -1.2% | +1.0% | -0.5% |
| 6M | +0.3% | +5.5% | -5.2% | -1.5% |
| YTD | -6.9% | -2.0% | -5.0% | -8.3% |
| 1Y | +2.6% | -7.9% | +10.5% | +1.9% |
| 3Y | -29.0% | -25.0% | -4.1% | -28.4% |
| 5Y | -42.0% | -27.7% | -14.2% | -43.6% |
| 10Y | +6.4% | -1.6% | +8.0% | -11.6% |
| All | +6.4% | +3.2% | +3.2% | -11.6% |
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 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