-10.9%
CTSH vs MAS
+32.0%
-42.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.2% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +12.4% | -5.6% | +17.9% | +14.3% |
| 3M | +17.4% | +4.4% | +12.9% | +13.6% |
| 6M | -3.1% | +7.2% | -10.3% | -8.0% |
| YTD | -23.6% | +16.1% | -39.7% | -30.2% |
| 1Y | -10.8% | +0.1% | -10.9% | -13.5% |
| 3Y | -8.3% | +28.3% | -36.6% | -23.0% |
| All | -10.9% | +32.0% | -42.9% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling