+45.4%
MSFT vs CMCSA
-27.9%
+73.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.3% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -3.7% | +21.0% | -24.7% | -5.2% |
| 3M | +3.6% | -0.9% | +4.6% | +3.8% |
| 6M | +26.8% | +2.9% | +23.9% | +26.2% |
| YTD | +8.4% | -5.9% | +14.3% | +7.5% |
| 1Y | +3.3% | +2.5% | +0.8% | +0.9% |
| All | +45.4% | -27.9% | +73.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling