+22.2%
CTSH vs MKSI
+524.1%
-501.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | -3.7% | +2.7% | -6.4% | -4.3% |
| 30D | +3.7% | -12.8% | +16.5% | +6.3% |
| 3M | +17.9% | -22.5% | +40.4% | +20.0% |
| 6M | -2.6% | +19.4% | -22.0% | -13.3% |
| YTD | -26.4% | +67.7% | -94.1% | -41.3% |
| 1Y | -13.0% | +131.4% | -144.4% | -37.8% |
| 3Y | -11.2% | +197.3% | -208.5% | -46.5% |
| 5Y | -14.3% | +87.0% | -101.2% | -42.3% |
| All | +22.2% | +524.1% | -501.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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