+1.6%
CMCSA vs MS
+16.8%
-15.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.7% |
| 7D | +2.7% | +0.7% | +1.9% | +2.7% |
| 30D | +18.6% | -0.9% | +19.6% | +18.6% |
| 3M | -1.8% | -13.0% | +11.1% | -2.8% |
| 6M | -0.7% | -2.0% | +1.3% | -1.3% |
| YTD | -7.8% | +7.8% | -15.6% | -8.0% |
| All | +1.6% | +16.8% | -15.2% | +1.1% |
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