+36,159.7%
CTSH vs MAS
+513.0%
+35,646.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.6% | +1.1% |
| 7D | -0.9% | +14.2% | -15.0% | -5.6% |
| 30D | +13.1% | +26.8% | -13.7% | +3.8% |
| 3M | +17.9% | +13.1% | +4.7% | +12.5% |
| 6M | +28.5% | +27.9% | +0.6% | +15.8% |
| YTD | -19.3% | +38.7% | -58.0% | -30.3% |
| 1Y | -7.6% | +40.4% | -48.0% | -20.5% |
| 3Y | +4.8% | +66.1% | -61.3% | -16.9% |
| 5Y | -9.9% | +47.4% | -57.3% | -26.4% |
| 10Y | +45.0% | +238.3% | -193.3% | -13.5% |
| All | +36,159.7% | +513.0% | +35,646.8% | +13,556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling