-12.7%
CMCSA vs MS
+49.4%
-62.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.0% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | +15.1% | +0.3% | +14.8% | +15.2% |
| 6M | -15.4% | +31.3% | -46.7% | -15.3% |
| YTD | -1.9% | +24.7% | -26.6% | -2.1% |
| 1Y | -12.7% | +47.9% | -60.6% | -13.4% |
| All | -12.7% | +49.4% | -62.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling