+10.5%
CMCSA vs MS
+810.5%
-800.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | +15.1% | +0.3% | +14.8% | +14.1% |
| 6M | -15.4% | +31.3% | -46.7% | -24.5% |
| YTD | -1.9% | +24.7% | -26.6% | -11.3% |
| 1Y | -12.7% | +47.9% | -60.6% | -26.6% |
| 3Y | -31.0% | +178.3% | -209.3% | -56.3% |
| 5Y | -46.1% | +144.9% | -191.0% | -64.7% |
| All | +10.5% | +810.5% | -800.0% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling