+5.4%
CMCSA vs MSCI
+809.1%
-803.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | +21.0% | +16.5% | +4.5% | +15.8% |
| 3M | -0.9% | +18.2% | -19.1% | -5.7% |
| 6M | +2.9% | +14.0% | -11.1% | -1.4% |
| YTD | -5.9% | +16.6% | -22.5% | -11.1% |
| 1Y | +2.5% | +14.8% | -12.4% | -2.8% |
| 3Y | -28.3% | +33.3% | -61.5% | -36.3% |
| 5Y | -40.8% | +9.1% | -49.9% | -45.6% |
| 10Y | +5.4% | +820.4% | -815.0% | -46.0% |
| All | +5.4% | +809.1% | -803.7% | -46.0% |
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