-16.7%
CTSH vs MGY
+85.2%
-101.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -9.8% | +1.8% | -11.6% | -10.1% |
| 30D | +0.1% | +6.5% | -6.4% | -1.2% |
| 3M | +13.2% | +0.3% | +12.9% | +12.8% |
| 6M | -6.2% | -2.4% | -3.8% | -6.5% |
| YTD | -28.5% | +29.0% | -57.4% | -32.6% |
| 1Y | -13.8% | +17.0% | -30.8% | -17.3% |
| 3Y | -13.7% | +26.2% | -39.9% | -19.9% |
| 5Y | -16.7% | +92.3% | -109.0% | -30.1% |
| All | -16.7% | +85.2% | -101.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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