-7.5%
CMCSA vs MSFU
+72.2%
-79.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | +3.8% | -3.1% | +7.0% | +4.1% |
| 3M | +12.3% | +35.3% | -22.9% | +8.1% |
| 6M | -15.4% | +31.6% | -47.0% | -18.9% |
| YTD | -2.5% | -9.5% | +7.0% | -2.0% |
| 1Y | -13.4% | -18.4% | +5.0% | -11.6% |
| 3Y | -30.4% | +26.9% | -57.3% | -38.8% |
| All | -7.5% | +72.2% | -79.7% | -26.0% |
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