-8.8%
CTSH vs MSI
+36.5%
-45.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | +7.4% | -5.6% | +0.3% |
| 30D | +9.8% | +18.7% | -8.9% | +5.9% |
| 3M | +12.1% | +14.5% | -2.3% | +9.0% |
| 6M | +27.4% | +38.1% | -10.7% | +23.3% |
| YTD | -20.3% | +38.7% | -59.0% | -22.3% |
| 1Y | -8.8% | +35.4% | -44.2% | -8.0% |
| All | -8.8% | +36.5% | -45.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling