-0.5%
MSFT vs CMCSA
-19.1%
+18.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | -0.6% |
| 7D | -1.0% | -8.3% | +7.2% | -1.3% |
| 30D | -2.7% | -2.4% | -0.2% | -2.6% |
| 3M | +22.1% | +4.5% | +17.6% | +22.0% |
| 6M | +20.6% | -18.8% | +39.3% | +16.4% |
| YTD | +2.3% | -8.9% | +11.2% | +0.3% |
| 1Y | -0.5% | -18.3% | +17.8% | +3.6% |
| All | -0.5% | -19.1% | +18.5% | +3.6% |
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