-0.8%
MSFT vs CMCSA
-12.9%
+12.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.8% |
| 30D | +2.7% | +7.0% | -4.3% | +3.0% |
| 3M | +17.0% | +15.1% | +1.9% | +17.4% |
| 6M | +23.8% | -15.4% | +39.2% | +19.1% |
| YTD | +4.0% | -1.9% | +5.9% | +2.1% |
| 1Y | -0.8% | -12.7% | +11.9% | +1.3% |
| All | -0.8% | -12.9% | +12.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling