+133,470.8%
MSFT vs CMCSA
+2,324.1%
+131,146.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | +2.7% | +7.0% | -4.3% | +0.5% |
| 3M | +17.0% | +15.1% | +1.9% | +11.6% |
| 6M | +23.8% | -15.4% | +39.2% | +28.7% |
| YTD | +4.0% | -1.9% | +5.9% | +2.9% |
| 1Y | -0.8% | -12.7% | +11.9% | +1.4% |
| 3Y | +55.6% | -31.0% | +86.6% | +68.1% |
| 5Y | +72.9% | -46.1% | +119.0% | +99.2% |
| 10Y | +875.8% | +10.8% | +865.0% | +791.8% |
| All | +133,470.8% | +2,324.1% | +131,146.7% | +41,988.1% |
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