+34,247.0%
CTSH vs MAS
+413.3%
+33,833.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| 3M | +17.4% | +4.4% | +12.9% | +14.0% |
| 6M | -3.1% | +7.2% | -10.3% | -7.7% |
| YTD | -23.6% | +16.1% | -39.7% | -29.6% |
| 1Y | -10.8% | +0.1% | -10.9% | -13.5% |
| 3Y | -8.3% | +28.3% | -36.6% | -20.3% |
| 5Y | -11.3% | +30.5% | -41.8% | -24.4% |
| 10Y | +22.6% | +139.1% | -116.5% | -17.8% |
| All | +34,247.0% | +413.3% | +33,833.7% | +13,692.5% |
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 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