-18.3%
CMCSA vs MSI
-2.5%
-15.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.4% |
| 7D | -8.3% | -4.0% | -4.3% | -7.2% |
| 30D | -2.4% | -0.5% | -2.0% | -2.4% |
| 3M | +4.5% | +11.4% | -6.9% | +1.3% |
| 6M | -18.8% | +1.0% | -19.7% | -20.0% |
| YTD | -8.9% | +20.7% | -29.6% | -13.8% |
| 1Y | -18.3% | -2.7% | -15.6% | -19.5% |
| All | -18.3% | -2.5% | -15.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling