-7.3%
CTSH vs MSFU
+32.9%
-40.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -2.9% |
| 7D | -2.7% | -5.7% | +3.0% | -1.7% |
| 30D | +12.4% | +4.2% | +8.2% | +11.5% |
| 3M | +17.4% | +27.9% | -10.5% | +11.4% |
| 6M | -3.1% | +37.1% | -40.2% | -9.5% |
| YTD | -23.6% | -7.4% | -16.2% | -24.6% |
| 1Y | -10.8% | -19.6% | +8.8% | -10.3% |
| All | -7.3% | +32.9% | -40.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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