+34,958.1%
CTSH vs MSI
+1,168.3%
+33,789.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | -2.3% | +8.3% | -10.6% | -5.3% |
| 30D | +7.4% | +18.9% | -11.4% | +0.5% |
| 3M | +10.9% | +13.2% | -2.3% | +5.8% |
| 6M | +24.7% | +38.3% | -13.6% | +10.1% |
| YTD | -22.0% | +38.9% | -60.9% | -32.0% |
| 1Y | -11.2% | +36.7% | -47.8% | -22.1% |
| 3Y | +3.9% | +76.6% | -72.7% | -18.7% |
| 5Y | -13.9% | +124.5% | -138.4% | -39.0% |
| 10Y | +37.8% | +674.5% | -636.7% | -39.6% |
| All | +34,958.1% | +1,168.3% | +33,789.8% | +9,637.1% |
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