+8.2%
CMCSA vs MTSI
+512.4%
-504.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.3% |
| 7D | +2.7% | +3.5% | -0.8% | +2.0% |
| 30D | +18.6% | -30.3% | +49.0% | +21.9% |
| 3M | -1.8% | -26.0% | +24.2% | -0.3% |
| 6M | -0.7% | -36.1% | +35.4% | +1.7% |
| YTD | -7.8% | +34.3% | -42.1% | -14.6% |
| 1Y | +0.7% | +35.3% | -34.5% | -7.0% |
| 3Y | -28.0% | +217.6% | -245.6% | -42.5% |
| 5Y | -42.1% | +210.1% | -252.2% | -54.5% |
| 10Y | +8.2% | +471.4% | -463.3% | -28.3% |
| All | +8.2% | +512.4% | -504.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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