+0.5%
CTSH vs MAGS
+187.7%
-187.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -8.2% | +0.8% | -9.0% | -8.4% |
| 30D | +0.4% | +0.4% | 0.0% | +0.3% |
| 3M | +10.6% | +5.6% | +5.0% | +8.6% |
| 6M | -8.8% | +12.3% | -21.1% | -12.4% |
| YTD | -28.6% | +5.1% | -33.7% | -29.9% |
| 1Y | -15.9% | +14.0% | -29.9% | -19.7% |
| 3Y | -13.9% | +129.4% | -143.3% | -34.1% |
| All | +0.5% | +187.7% | -187.2% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling