-18.3%
CMCSA vs MSTU
-93.7%
+75.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.4% | -1.2% | -6.6% |
| 7D | -8.3% | +12.9% | -21.2% | -8.4% |
| 30D | -2.4% | +68.3% | -70.8% | -3.4% |
| 3M | +4.5% | +0.4% | +4.1% | +3.9% |
| 6M | -18.8% | -41.5% | +22.7% | -18.9% |
| YTD | -8.9% | -61.7% | +52.8% | -9.2% |
| 1Y | -18.3% | -93.7% | +75.4% | -14.1% |
| All | -18.3% | -93.7% | +75.4% | -14.1% |
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