+2.6%
CMCSA vs MTSI
+30.7%
-28.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.8% |
| 7D | +4.6% | -3.8% | +8.4% | +4.4% |
| 30D | +19.8% | -31.4% | +51.2% | +16.0% |
| 3M | -0.3% | -23.8% | +23.5% | -1.8% |
| 6M | +0.3% | -37.1% | +37.4% | -1.7% |
| YTD | -6.9% | +32.2% | -39.1% | -5.1% |
| 1Y | +2.6% | +26.9% | -24.3% | +4.8% |
| All | +2.6% | +30.7% | -28.1% | +4.8% |
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 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