-12.6%
CMCSA vs MSFU
+103.9%
-116.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.1% |
| 7D | +2.7% | +14.6% | -11.9% | +1.2% |
| 30D | +18.6% | +2.1% | +16.5% | +18.1% |
| 3M | -1.8% | +14.7% | -16.5% | -3.6% |
| 6M | -0.7% | +55.7% | -56.3% | -6.2% |
| YTD | -7.8% | +7.1% | -14.9% | -9.3% |
| 1Y | +0.7% | -0.5% | +1.2% | +0.2% |
| 3Y | -28.0% | +35.7% | -63.7% | -36.2% |
| All | -12.6% | +103.9% | -116.4% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling