+34.8%
CTSH vs MOS
-3.5%
+38.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | +1.4% | +15.3% | -13.9% | -1.8% |
| 3M | +7.5% | +1.5% | +6.0% | +6.5% |
| 6M | +39.6% | -2.0% | +41.5% | +38.3% |
| YTD | -22.3% | -6.5% | -15.8% | -23.3% |
| 1Y | -12.0% | -11.1% | -0.9% | -12.3% |
| 3Y | +1.8% | -30.3% | +32.1% | +4.2% |
| 5Y | -15.8% | -33.5% | +17.7% | -17.3% |
| All | +34.8% | -3.5% | +38.3% | +5.9% |
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