+10.2%
CMCSA vs MSCI
+594.9%
-584.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +3.8% | -1.7% | +5.6% | +4.3% |
| 3M | +12.3% | -8.2% | +20.5% | +14.8% |
| 6M | -15.4% | -2.4% | -13.0% | -15.3% |
| YTD | -2.5% | -2.8% | +0.3% | -2.8% |
| 1Y | -13.4% | -2.7% | -10.7% | -14.0% |
| 3Y | -30.4% | +7.3% | -37.7% | -34.1% |
| 5Y | -45.0% | -11.4% | -33.6% | -46.4% |
| 10Y | +10.2% | +605.8% | -595.6% | -40.8% |
| All | +10.2% | +594.9% | -584.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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