+2,135.2%
CMCSA vs MOS
+122.8%
+2,012.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.2% |
| 7D | +12.0% | +22.5% | -10.5% | +7.8% |
| 30D | +17.5% | +6.6% | +10.9% | +15.8% |
| 3M | +2.4% | -3.8% | +6.2% | +2.5% |
| 6M | -2.9% | -2.2% | -0.7% | -3.5% |
| YTD | -6.2% | -4.8% | -1.4% | -7.2% |
| 1Y | +0.4% | -11.7% | +12.1% | +0.4% |
| 3Y | -30.6% | -26.5% | -4.0% | -29.6% |
| 5Y | -41.2% | -32.2% | -9.0% | -41.9% |
| 10Y | +15.2% | +10.2% | +5.0% | -5.7% |
| All | +2,135.2% | +122.8% | +2,012.4% | +964.5% |
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