-26.1%
CMCSA vs MSTU
-90.6%
+64.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +0.7% | -27.7% | +28.4% | +1.4% |
| 30D | +21.0% | -40.3% | +61.3% | +22.1% |
| 3M | -0.9% | +26.4% | -27.3% | -2.7% |
| 6M | +2.9% | -75.7% | +78.6% | +5.2% |
| YTD | -5.9% | -71.9% | +66.0% | -5.6% |
| 1Y | +2.5% | -89.3% | +91.7% | +6.2% |
| All | -26.1% | -90.6% | +64.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling