+11,489.3%
CTSH vs MKSI
+2,206.8%
+9,282.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.4% |
| 7D | -5.5% | +7.7% | -13.2% | -7.5% |
| 30D | +4.5% | -12.9% | +17.4% | +7.9% |
| 3M | +13.7% | -14.8% | +28.6% | +13.1% |
| 6M | -8.4% | +26.6% | -35.0% | -20.6% |
| YTD | -26.5% | +66.6% | -93.1% | -42.1% |
| 1Y | -13.9% | +144.6% | -158.5% | -40.7% |
| 3Y | -11.3% | +193.1% | -204.5% | -47.0% |
| 5Y | -14.8% | +88.6% | -103.4% | -43.7% |
| 10Y | +22.5% | +490.9% | -468.4% | -48.8% |
| All | +11,489.3% | +2,206.8% | +9,282.5% | +3,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling