-40.2%
CMCSA vs MTSI
+206.4%
-246.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.7% |
| 7D | +3.2% | +10.0% | -6.8% | +2.7% |
| 30D | +19.5% | -20.3% | +39.9% | +20.6% |
| 3M | -2.4% | -24.4% | +22.0% | -1.5% |
| 6M | +3.8% | -39.2% | +43.0% | +6.4% |
| YTD | -5.4% | +35.5% | -40.9% | -12.9% |
| 1Y | +1.1% | +43.0% | -41.9% | -7.7% |
| 3Y | -27.1% | +196.3% | -223.4% | -44.8% |
| All | -40.2% | +206.4% | -246.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling