+39.6%
CTSH vs MAS
+219.8%
-180.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +2.6% |
| 7D | +6.4% | +4.6% | +1.9% | +4.4% |
| 30D | +16.3% | +19.9% | -3.6% | +7.8% |
| 3M | +20.0% | +8.9% | +11.1% | +15.4% |
| 6M | +29.9% | +20.2% | +9.8% | +17.8% |
| YTD | -18.4% | +33.9% | -52.3% | -30.8% |
| 1Y | -8.9% | +34.7% | -43.5% | -23.0% |
| 3Y | +6.0% | +60.4% | -54.4% | -20.6% |
| 5Y | -9.3% | +43.5% | -52.7% | -30.0% |
| All | +39.6% | +219.8% | -180.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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