+3.9%
CTSH vs MAGS
+126.1%
-122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.4% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | +7.4% | -6.3% | +13.8% | +9.3% |
| 3M | +10.9% | -0.1% | +11.0% | +10.5% |
| 6M | +24.7% | -0.8% | +25.4% | +24.2% |
| YTD | -22.0% | +4.7% | -26.7% | -23.6% |
| 1Y | -11.2% | +6.8% | -17.9% | -13.7% |
| 3Y | +3.9% | +128.9% | -125.1% | -19.7% |
| All | +3.9% | +126.1% | -122.2% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling