-15.8%
CTSH vs MSI
+124.3%
-140.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | +3.2% | -5.4% | -3.4% |
| 30D | +1.4% | +17.6% | -16.2% | -5.0% |
| 3M | +7.5% | +14.5% | -7.1% | +1.9% |
| 6M | +39.6% | +34.3% | +5.3% | +24.5% |
| YTD | -22.3% | +39.7% | -62.0% | -33.1% |
| 1Y | -12.0% | +40.2% | -52.1% | -24.3% |
| 3Y | +1.8% | +77.1% | -75.3% | -25.5% |
| All | -15.8% | +124.3% | -140.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling