-23.5%
CMCSA vs MSTU
-86.5%
+63.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -0.4% |
| 7D | +0.1% | +16.1% | -16.0% | -0.4% |
| 30D | +3.8% | +68.7% | -64.8% | +1.8% |
| 3M | +12.3% | -11.0% | +23.3% | +11.6% |
| 6M | -15.4% | -33.4% | +18.0% | -15.8% |
| YTD | -2.5% | -59.5% | +57.0% | -2.5% |
| 1Y | -13.4% | -93.4% | +80.0% | -8.0% |
| All | -23.5% | -86.5% | +63.0% | -23.6% |
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