+3.2%
CMCSA vs MSI
+663.2%
-660.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.6% | +2.6% | -3.2% | -1.6% |
| 30D | +18.8% | +18.1% | +0.6% | +11.4% |
| 3M | -1.1% | +13.2% | -14.3% | -5.8% |
| 6M | +2.5% | +36.3% | -33.7% | -9.1% |
| YTD | -6.7% | +39.5% | -46.2% | -18.7% |
| 1Y | 0.0% | +36.9% | -36.9% | -12.2% |
| 3Y | -28.9% | +76.1% | -105.0% | -44.7% |
| 5Y | -41.1% | +123.7% | -164.9% | -59.3% |
| All | +3.2% | +663.2% | -660.0% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling