-13.0%
CTSH vs MKSI
+142.7%
-155.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.3% |
| 7D | -3.7% | +2.7% | -6.4% | -3.1% |
| 30D | +3.7% | -12.8% | +16.5% | +0.9% |
| 3M | +17.9% | -22.5% | +40.4% | +13.6% |
| 6M | -2.6% | +19.4% | -22.0% | -5.1% |
| YTD | -26.4% | +67.7% | -94.1% | -29.5% |
| 1Y | -13.0% | +131.4% | -144.4% | -18.8% |
| All | -13.0% | +142.7% | -155.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling