+139,934.1%
MSFT vs CMCSA
+2,238.2%
+137,696.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -1.3% | +3.2% | -4.4% | -2.2% |
| 30D | -1.8% | +19.5% | -21.4% | -7.2% |
| 3M | +5.6% | -2.4% | +8.0% | +5.9% |
| 6M | +29.8% | +3.8% | +26.0% | +27.2% |
| YTD | +9.0% | -5.4% | +14.4% | +8.6% |
| 1Y | +4.9% | +1.1% | +3.8% | +2.1% |
| 3Y | +46.2% | -27.1% | +73.3% | +54.8% |
| 5Y | +62.1% | -40.3% | +102.4% | +80.6% |
| 10Y | +899.6% | +6.0% | +893.6% | +822.6% |
| All | +139,934.1% | +2,238.2% | +137,696.0% | +44,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling