+0.7%
CTSH vs MAGS
+187.1%
-186.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -9.8% | -1.8% | -8.0% | -9.3% |
| 30D | +0.1% | +1.1% | -1.0% | -0.2% |
| 3M | +13.2% | +7.7% | +5.5% | +10.5% |
| 6M | -6.2% | +11.7% | -17.9% | -9.7% |
| YTD | -28.5% | +4.9% | -33.3% | -29.7% |
| 1Y | -13.8% | +14.3% | -28.1% | -17.8% |
| 3Y | -13.7% | +128.9% | -142.6% | -33.9% |
| All | +0.7% | +187.1% | -186.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAGS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling