+11.2%
CTSH vs MAGS
+185.9%
-174.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | +8.0% | -6.9% | +14.8% | +10.0% |
| 3M | +10.6% | +0.7% | +9.9% | +10.0% |
| 6M | +32.5% | -0.8% | +33.3% | +32.1% |
| YTD | -21.0% | +4.4% | -25.4% | -22.6% |
| 1Y | -9.9% | +3.9% | -13.8% | -11.6% |
| 3Y | +3.1% | +122.7% | -119.6% | -20.8% |
| All | +11.2% | +185.9% | -174.7% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling