-23.0%
CMCSA vs MSTZ
-99.3%
+76.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.5% |
| 7D | -2.1% | -29.7% | +27.6% | -2.7% |
| 30D | +7.0% | -65.3% | +72.3% | +4.6% |
| 3M | +15.1% | -57.3% | +72.4% | +13.9% |
| 6M | -15.4% | -61.6% | +46.3% | -15.9% |
| YTD | -1.9% | -78.3% | +76.4% | -2.9% |
| 1Y | -12.7% | -30.2% | +17.5% | -8.9% |
| All | -23.0% | -99.3% | +76.3% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling