-12.7%
CMCSA vs MSTU
-92.8%
+80.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -2.1% | +21.3% | -23.4% | -2.3% |
| 30D | +7.0% | +90.8% | -83.8% | +5.9% |
| 3M | +15.1% | -6.8% | +21.9% | +14.6% |
| 6M | -15.4% | -39.8% | +24.5% | -15.5% |
| YTD | -1.9% | -55.7% | +53.8% | -2.3% |
| 1Y | -12.7% | -92.7% | +80.0% | -7.9% |
| All | -12.7% | -92.8% | +80.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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