-31.0%
CMCSA vs MS
+157.8%
-188.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.3% |
| 30D | +16.5% | -3.8% | +20.3% | +17.1% |
| 3M | -1.6% | -14.6% | +13.0% | +1.2% |
| 6M | -5.0% | -5.1% | 0.0% | -5.2% |
| YTD | -8.3% | +4.5% | -12.8% | -11.1% |
| 1Y | +0.4% | +13.5% | -13.1% | -5.2% |
| 3Y | -31.0% | +160.4% | -191.4% | -51.0% |
| All | -31.0% | +157.8% | -188.8% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling