-45.0%
CMCSA vs MSI
+100.4%
-145.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.1% | -5.8% | +5.9% | +2.0% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | +12.3% | +14.2% | -1.8% | +7.5% |
| 6M | -15.4% | +1.0% | -16.4% | -16.1% |
| YTD | -2.5% | +21.5% | -24.0% | -9.2% |
| 1Y | -13.4% | -2.1% | -11.2% | -13.4% |
| 3Y | -30.4% | +69.3% | -99.7% | -43.9% |
| 5Y | -45.0% | +99.3% | -144.3% | -59.7% |
| All | -45.0% | +100.4% | -145.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MSI 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling