+11.0%
CMCSA vs MTSI
+448.7%
-437.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -3.2% |
| 7D | +5.0% | -10.0% | +15.0% | +5.7% |
| 30D | +16.5% | -37.2% | +53.7% | +20.9% |
| 3M | -1.6% | -30.1% | +28.5% | +0.5% |
| 6M | -5.0% | -31.9% | +26.9% | -3.8% |
| YTD | -8.3% | +23.2% | -31.4% | -14.3% |
| 1Y | +0.4% | +26.4% | -26.0% | -6.8% |
| 3Y | -31.0% | +186.2% | -217.1% | -44.3% |
| 5Y | -42.5% | +187.0% | -229.6% | -54.5% |
| All | +11.0% | +448.7% | -437.7% | -25.8% |
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