+1,675.5%
CMCSA vs MS
+6,088.6%
-4,413.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | +15.1% | +0.3% | +14.8% | +14.3% |
| 6M | -15.4% | +31.3% | -46.7% | -22.9% |
| YTD | -1.9% | +24.7% | -26.6% | -9.6% |
| 1Y | -12.7% | +47.9% | -60.6% | -24.0% |
| 3Y | -31.0% | +178.3% | -209.3% | -51.5% |
| 5Y | -46.1% | +144.9% | -191.0% | -61.1% |
| 10Y | +10.8% | +804.5% | -793.7% | -48.4% |
| All | +1,675.5% | +6,088.6% | -4,413.0% | +221.3% |
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