-27.1%
CMCSA vs MTSI
+203.6%
-230.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.3% |
| 7D | +3.2% | +10.0% | -6.8% | +3.5% |
| 30D | +19.5% | -20.3% | +39.9% | +19.2% |
| 3M | -2.4% | -24.4% | +22.0% | -2.6% |
| 6M | +3.8% | -39.2% | +43.0% | +4.2% |
| YTD | -5.4% | +35.5% | -40.9% | -8.5% |
| 1Y | +1.1% | +43.0% | -41.9% | -2.6% |
| 3Y | -27.1% | +196.3% | -223.4% | -38.0% |
| All | -27.1% | +203.6% | -230.7% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling