+121.1%
MSTR vs CMCSA
-27.5%
+148.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -13.4% | +3.2% | -16.6% | -14.5% |
| 30D | -22.1% | +19.5% | -41.6% | -27.6% |
| 3M | +15.0% | -2.4% | +17.4% | +15.5% |
| 6M | -37.3% | +3.8% | -41.1% | -39.1% |
| YTD | -26.5% | -5.4% | -21.2% | -27.4% |
| 1Y | -46.5% | +1.1% | -47.6% | -49.6% |
| 3Y | +121.1% | -27.1% | +148.2% | +150.0% |
| All | +121.1% | -27.5% | +148.5% | +150.0% |
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