+306.3%
CMCSA vs MSCI
+3,095.4%
-2,789.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.5% |
| 7D | +5.0% | +2.8% | +2.2% | +4.1% |
| 30D | +16.5% | +15.4% | +1.1% | +11.3% |
| 3M | -1.6% | +13.4% | -15.0% | -5.5% |
| 6M | -5.0% | +10.9% | -15.9% | -8.5% |
| YTD | -8.3% | +13.0% | -21.2% | -12.9% |
| 1Y | +0.4% | +12.0% | -11.6% | -4.4% |
| 3Y | -31.0% | +34.1% | -65.1% | -39.4% |
| 5Y | -42.5% | +3.9% | -46.4% | -46.8% |
| 10Y | +12.6% | +802.0% | -789.4% | -52.0% |
| All | +306.3% | +3,095.4% | -2,789.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling