+46.2%
MSTR vs CMCSA
-41.7%
+87.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -4.0% | +2.7% | -6.6% | -5.7% |
| 30D | -18.6% | +18.6% | -37.3% | -28.1% |
| 3M | +25.6% | -1.8% | +27.4% | +24.9% |
| 6M | -33.1% | -0.7% | -32.4% | -34.7% |
| YTD | -17.3% | -7.8% | -9.5% | -17.8% |
| 1Y | -48.1% | +0.7% | -48.8% | -52.8% |
| 3Y | +154.2% | -28.0% | +182.1% | +201.4% |
| 5Y | +46.2% | -42.1% | +88.3% | +82.2% |
| All | +46.2% | -41.7% | +87.9% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling