+11.0%
CMCSA vs MS
+616.2%
-605.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.6% |
| 30D | +16.5% | -3.8% | +20.3% | +17.7% |
| 3M | -1.6% | -14.6% | +13.0% | +3.7% |
| 6M | -5.0% | -5.1% | 0.0% | -4.6% |
| YTD | -8.3% | +4.5% | -12.8% | -12.0% |
| 1Y | +0.4% | +13.5% | -13.1% | -7.0% |
| 3Y | -31.0% | +160.4% | -191.4% | -55.5% |
| 5Y | -42.5% | +112.9% | -155.4% | -60.7% |
| All | +11.0% | +616.2% | -605.1% | -53.9% |
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