-9.3%
CTSH vs MOS
-31.6%
+22.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.7% |
| 7D | +6.4% | +22.5% | -16.1% | +3.6% |
| 30D | +16.3% | +6.6% | +9.7% | +15.1% |
| 3M | +20.0% | -3.8% | +23.8% | +20.2% |
| 6M | +29.9% | -2.2% | +32.1% | +29.4% |
| YTD | -18.4% | -4.8% | -13.6% | -19.3% |
| 1Y | -8.9% | -11.7% | +2.8% | -8.9% |
| 3Y | +6.0% | -26.5% | +32.5% | +6.8% |
| 5Y | -9.3% | -32.2% | +22.9% | -14.5% |
| All | -9.3% | -31.6% | +22.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling