-42.4%
CMCSA vs MSI
+117.8%
-160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +5.0% | +4.7% | +0.4% | +3.4% |
| 30D | +16.5% | +14.8% | +1.7% | +11.2% |
| 3M | -1.6% | +8.8% | -10.4% | -4.4% |
| 6M | -5.0% | +19.3% | -24.4% | -10.8% |
| YTD | -8.3% | +35.3% | -43.6% | -17.6% |
| 1Y | +0.4% | +33.8% | -33.4% | -9.5% |
| 3Y | -31.0% | +74.4% | -105.4% | -44.7% |
| All | -42.4% | +117.8% | -160.2% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling