+2,085.1%
CMCSA vs MOS
+123.1%
+1,961.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +5.0% | +21.6% | -16.5% | +1.2% |
| 30D | +16.5% | +12.0% | +4.5% | +13.8% |
| 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% | -9.3% |
| 1Y | +0.4% | -7.0% | +7.4% | -0.6% |
| 3Y | -31.0% | -24.4% | -6.5% | -30.4% |
| 5Y | -42.5% | -32.1% | -10.4% | -43.2% |
| 10Y | +12.6% | +10.3% | +2.2% | -7.8% |
| All | +2,085.1% | +123.1% | +1,961.9% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling