-12.1%
CTSH vs MSI
+118.7%
-130.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | -0.6% | +4.7% | -5.3% | -2.4% |
| 30D | +13.4% | +14.8% | -1.4% | +7.4% |
| 3M | +14.4% | +8.8% | +5.6% | +10.6% |
| 6M | +27.7% | +19.3% | +8.4% | +18.6% |
| YTD | -20.6% | +35.3% | -55.9% | -30.7% |
| 1Y | -9.1% | +33.8% | -42.9% | -20.4% |
| 3Y | +3.1% | +74.4% | -71.4% | -24.3% |
| All | -12.1% | +118.7% | -130.8% | -44.8% |
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 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