-58.6%
MSTR vs CMCSA
-9.6%
-49.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +36.5% | +3.8% | +32.7% | +35.2% |
| 3M | +7.3% | +12.3% | -5.0% | +4.3% |
| 6M | +2.2% | -15.4% | +17.6% | +3.7% |
| YTD | -10.2% | -2.5% | -7.7% | -11.9% |
| 1Y | -58.6% | -13.4% | -45.3% | -63.6% |
| All | -58.6% | -9.6% | -49.1% | -63.6% |
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