+35,415.6%
CTSH vs MSI
+1,185.7%
+34,229.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -2.1% | +7.7% | -9.7% | -4.8% |
| 30D | +8.0% | +19.9% | -12.0% | +0.7% |
| 3M | +10.6% | +14.9% | -4.3% | +4.9% |
| 6M | +32.5% | +37.2% | -4.7% | +17.4% |
| YTD | -21.0% | +40.8% | -61.7% | -31.4% |
| 1Y | -9.9% | +38.1% | -48.0% | -21.4% |
| 3Y | +3.1% | +77.7% | -74.6% | -19.5% |
| 5Y | -13.4% | +129.0% | -142.4% | -39.1% |
| 10Y | +37.1% | +671.3% | -634.1% | -39.8% |
| All | +35,415.6% | +1,185.7% | +34,229.9% | +9,711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling