-40.8%
CMCSA vs MTSI
+247.2%
-288.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | +0.7% |
| 7D | +0.7% | +7.2% | -6.5% | +0.3% |
| 30D | +21.0% | -18.4% | +39.4% | +22.0% |
| 3M | -0.9% | -16.7% | +15.8% | -0.5% |
| 6M | +2.9% | -31.7% | +34.6% | +4.6% |
| YTD | -5.9% | +45.9% | -51.8% | -13.6% |
| 1Y | +2.5% | +47.0% | -44.5% | -6.2% |
| 3Y | -28.3% | +224.1% | -252.3% | -46.1% |
| 5Y | -40.8% | +238.5% | -279.3% | -59.4% |
| All | -40.8% | +247.2% | -288.0% | -59.4% |
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