-26.8%
CMCSA vs MSTZ
-99.1%
+72.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | 0.0% |
| 7D | -4.9% | +17.0% | -21.9% | -4.5% |
| 30D | -1.1% | -61.8% | +60.7% | -3.1% |
| 3M | +6.6% | -54.6% | +61.1% | +5.5% |
| 6M | -15.5% | -59.3% | +43.8% | -15.9% |
| YTD | -6.7% | -74.6% | +67.9% | -7.2% |
| 1Y | -15.6% | -18.8% | +3.2% | -11.6% |
| All | -26.8% | -99.1% | +72.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling