+32,929.6%
CTSH vs MRSH
+1,120.9%
+31,808.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.2% |
| 7D | -5.5% | -3.8% | -1.7% | -3.3% |
| 30D | +4.5% | -5.8% | +10.3% | +8.2% |
| 3M | +13.7% | +11.7% | +2.0% | +7.3% |
| 6M | -8.4% | -0.3% | -8.1% | -7.9% |
| YTD | -26.5% | -1.1% | -25.4% | -26.0% |
| 1Y | -13.9% | -9.5% | -4.5% | -9.3% |
| 3Y | -11.3% | -2.6% | -8.8% | -11.2% |
| 5Y | -14.8% | +22.7% | -37.6% | -25.7% |
| 10Y | +22.5% | +214.6% | -192.0% | -37.1% |
| All | +32,929.6% | +1,120.9% | +31,808.7% | +6,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling