-42.1%
CMCSA vs MTSI
+183.3%
-225.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -2.7% |
| 7D | +5.0% | -10.0% | +15.0% | +5.4% |
| 30D | +16.5% | -37.2% | +53.7% | +19.0% |
| 3M | -1.6% | -30.1% | +28.5% | -0.5% |
| 6M | -5.0% | -31.9% | +26.9% | -4.6% |
| YTD | -8.3% | +23.2% | -31.4% | -15.1% |
| 1Y | +0.4% | +26.4% | -26.0% | -7.6% |
| 3Y | -31.0% | +186.2% | -217.1% | -48.1% |
| All | -42.1% | +183.3% | -225.4% | -59.9% |
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