+690.7%
MSTR vs CMCSA
+10.1%
+680.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +36.5% | +3.8% | +32.7% | +32.8% |
| 3M | +7.3% | +12.3% | -5.0% | -1.1% |
| 6M | +2.2% | -15.4% | +17.6% | +10.1% |
| YTD | -10.2% | -2.5% | -7.7% | -12.0% |
| 1Y | -58.6% | -13.4% | -45.3% | -56.6% |
| 3Y | +283.2% | -30.4% | +313.5% | +355.4% |
| 5Y | +113.8% | -45.0% | +158.8% | +180.1% |
| 10Y | +690.7% | +10.2% | +680.6% | +658.4% |
| All | +690.7% | +10.1% | +680.7% | +658.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling