+10.1%
CTSH vs MAGS
+185.8%
-175.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | -4.2% | +3.0% | -7.2% | -5.0% |
| 30D | +3.9% | -7.3% | +11.3% | +6.0% |
| 3M | +10.2% | +1.7% | +8.5% | +9.2% |
| 6M | +35.3% | -0.4% | +35.7% | +34.6% |
| YTD | -21.8% | +4.4% | -26.2% | -23.4% |
| 1Y | -12.1% | +5.1% | -17.2% | -14.1% |
| 3Y | +2.0% | +122.6% | -120.6% | -21.6% |
| All | +10.1% | +185.8% | -175.7% | -20.3% |
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