-29.6%
CMCSA vs MSFU
+31.7%
-61.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.8% |
| 30D | +7.0% | +4.2% | +2.9% | +6.7% |
| 3M | +15.1% | +27.9% | -12.8% | +13.1% |
| 6M | -15.4% | +37.1% | -52.5% | -17.6% |
| YTD | -1.9% | -7.4% | +5.5% | -1.2% |
| 1Y | -12.7% | -19.6% | +6.9% | -10.6% |
| All | -29.6% | +31.7% | -61.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling