+27.4%
CTSH vs MSI
+598.5%
-571.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -2.7% | -3.7% | +1.0% | -1.0% |
| 30D | +12.4% | +6.8% | +5.5% | +8.7% |
| 3M | +17.4% | +14.3% | +3.1% | +10.2% |
| 6M | -3.1% | -1.6% | -1.5% | -3.1% |
| YTD | -23.6% | +22.8% | -46.4% | -31.9% |
| 1Y | -10.8% | -1.1% | -9.7% | -11.9% |
| 3Y | -8.3% | +70.5% | -78.8% | -33.5% |
| 5Y | -11.3% | +102.8% | -114.1% | -42.4% |
| All | +27.4% | +598.5% | -571.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling