+1.8%
CMCSA vs MSFU
-2.2%
+4.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.5% | -8.5% | +5.2% |
| 7D | +15.2% | +8.2% | +7.0% | +15.3% |
| 30D | +17.0% | +10.2% | +6.8% | +17.2% |
| 3M | +1.2% | +22.9% | -21.7% | +1.7% |
| 6M | -5.5% | +63.2% | -68.7% | -4.0% |
| YTD | -6.5% | +11.7% | -18.3% | -9.4% |
| 1Y | +1.8% | -3.5% | +5.3% | -2.4% |
| All | +1.8% | -2.2% | +4.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling