+5.2%
CTSH vs MSFU
+76.3%
-71.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -2.7% |
| 7D | -2.7% | -5.7% | +3.0% | -1.5% |
| 30D | +12.4% | +4.2% | +8.2% | +11.4% |
| 3M | +17.4% | +27.9% | -10.5% | +10.2% |
| 6M | -3.1% | +37.1% | -40.2% | -10.8% |
| YTD | -23.6% | -7.4% | -16.2% | -24.4% |
| 1Y | -10.8% | -19.6% | +8.8% | -9.6% |
| 3Y | -8.3% | +33.2% | -41.5% | -23.7% |
| All | +5.2% | +76.3% | -71.2% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling