+38.7%
CTSH vs MOD
+920.5%
-881.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.5% |
| 7D | +1.8% | -17.8% | +19.7% | +3.2% |
| 30D | +9.8% | -43.2% | +53.0% | +15.0% |
| 3M | +12.1% | -46.0% | +58.2% | +17.6% |
| 6M | +27.4% | -62.2% | +89.6% | +36.6% |
| YTD | -20.3% | -22.8% | +2.5% | -23.3% |
| 1Y | -8.8% | -35.5% | +26.7% | -10.6% |
| 3Y | +4.0% | +128.2% | -124.2% | -20.8% |
| 5Y | -12.2% | +791.6% | -803.8% | -48.1% |
| 10Y | +38.7% | +886.3% | -847.6% | -24.1% |
| All | +38.7% | +920.5% | -881.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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