-11.2%
CTSH vs MRSH
-4.9%
-6.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -3.7% | -4.8% | +1.0% | -0.8% |
| 30D | +3.7% | -6.3% | +10.0% | +7.9% |
| 3M | +17.9% | +5.8% | +12.1% | +15.4% |
| 6M | -2.6% | +2.8% | -5.4% | -3.7% |
| YTD | -26.4% | -3.1% | -23.3% | -25.4% |
| 1Y | -13.0% | -11.3% | -1.8% | -8.5% |
| 3Y | -11.2% | -5.0% | -6.2% | -5.5% |
| All | -11.2% | -4.9% | -6.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling