+35.8%
CTSH vs MAS
+213.7%
-177.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.9% |
| 7D | -0.6% | +2.0% | -2.6% | -1.5% |
| 30D | +13.4% | +19.4% | -6.0% | +5.3% |
| 3M | +14.4% | +9.4% | +5.0% | +9.9% |
| 6M | +27.7% | +15.3% | +12.4% | +17.9% |
| YTD | -20.6% | +31.3% | -51.9% | -32.1% |
| 1Y | -9.1% | +34.9% | -44.0% | -23.3% |
| 3Y | +3.1% | +58.6% | -55.5% | -22.5% |
| 5Y | -11.8% | +40.7% | -52.5% | -31.3% |
| All | +35.8% | +213.7% | -177.9% | -26.2% |
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