+1,560.2%
CMCSA vs MS
+5,088.7%
-3,528.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.5% |
| 30D | +16.5% | -3.8% | +20.3% | +17.5% |
| 3M | -1.6% | -14.6% | +13.0% | +2.9% |
| 6M | -5.0% | -5.1% | 0.0% | -4.5% |
| YTD | -8.3% | +4.5% | -12.8% | -11.1% |
| 1Y | +0.4% | +13.5% | -13.1% | -5.3% |
| 3Y | -31.0% | +160.4% | -191.4% | -50.6% |
| 5Y | -42.5% | +112.9% | -155.4% | -56.8% |
| 10Y | +12.6% | +633.4% | -620.8% | -44.2% |
| All | +1,560.2% | +5,088.7% | -3,528.6% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling