+4.7%
CMCSA vs MOS
-3.5%
+8.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +3.2% | -2.0% | +5.1% | +3.5% |
| 30D | +19.5% | +15.3% | +4.2% | +16.6% |
| 3M | -2.4% | +1.5% | -3.9% | -3.1% |
| 6M | +3.8% | -2.0% | +5.8% | +3.2% |
| YTD | -5.4% | -6.5% | +1.1% | -6.1% |
| 1Y | +1.1% | -11.1% | +12.2% | +1.0% |
| 3Y | -27.1% | -30.3% | +3.1% | -25.6% |
| 5Y | -40.3% | -33.5% | -6.8% | -41.1% |
| All | +4.7% | -3.5% | +8.2% | -12.8% |
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