-44.8%
CMCSA vs MTSI
+320.9%
-365.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +7.0% | +2.1% | +4.9% | +6.5% |
| 3M | +15.1% | -29.7% | +44.8% | +18.1% |
| 6M | -15.4% | +12.5% | -27.9% | -18.3% |
| YTD | -1.9% | +57.0% | -58.9% | -9.8% |
| 1Y | -12.7% | +103.9% | -116.6% | -23.4% |
| 3Y | -31.0% | +223.6% | -254.6% | -47.3% |
| All | -44.8% | +320.9% | -365.7% | -63.8% |
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 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