+0.4%
CMCSA vs MTSI
+38.8%
-38.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -0.9% |
| 7D | +5.0% | -10.0% | +15.0% | +4.1% |
| 30D | +16.5% | -37.2% | +53.7% | +11.6% |
| 3M | -1.6% | -30.1% | +28.5% | -4.1% |
| 6M | -5.0% | -31.9% | +26.9% | -6.8% |
| YTD | -8.3% | +23.2% | -31.4% | -7.0% |
| 1Y | +0.4% | +26.4% | -26.0% | +2.4% |
| All | +0.4% | +38.8% | -38.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling