+38.7%
CTSH vs MOS
+3.2%
+35.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +1.8% | +24.8% | -23.0% | -2.6% |
| 30D | +9.8% | +22.7% | -12.9% | +5.1% |
| 3M | +12.1% | -1.2% | +13.3% | +11.7% |
| 6M | +27.4% | +5.5% | +21.9% | +24.5% |
| YTD | -20.3% | -2.0% | -18.3% | -22.0% |
| 1Y | -8.8% | -7.9% | -0.9% | -9.7% |
| 3Y | +4.0% | -25.0% | +29.0% | +4.9% |
| 5Y | -12.2% | -27.7% | +15.5% | -15.2% |
| 10Y | +38.7% | -1.6% | +40.3% | +7.8% |
| All | +38.7% | +3.2% | +35.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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