-29.0%
CMCSA vs MTSI
+210.0%
-239.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.9% |
| 7D | +4.6% | -3.8% | +8.4% | +4.6% |
| 30D | +19.8% | -31.4% | +51.2% | +19.2% |
| 3M | -0.3% | -23.8% | +23.5% | -0.6% |
| 6M | +0.3% | -37.1% | +37.4% | +0.4% |
| YTD | -6.9% | +32.2% | -39.1% | -10.1% |
| 1Y | +2.6% | +26.9% | -24.3% | -0.7% |
| 3Y | -29.0% | +193.7% | -222.8% | -39.5% |
| All | -29.0% | +210.0% | -239.1% | -39.5% |
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