+22.0%
CTSH vs MAS
+137.9%
-115.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.3% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +12.4% | -5.6% | +17.9% | +14.8% |
| 3M | +17.4% | +4.4% | +12.9% | +13.2% |
| 6M | -3.1% | +7.2% | -10.3% | -8.7% |
| YTD | -23.6% | +16.1% | -39.7% | -31.0% |
| 1Y | -10.8% | +0.1% | -10.9% | -14.1% |
| 3Y | -8.3% | +28.3% | -36.6% | -23.9% |
| 5Y | -11.3% | +30.5% | -41.8% | -28.8% |
| All | +22.0% | +137.9% | -115.9% | -27.5% |
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