-17.4%
CTSH vs MSTU
-86.5%
+69.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.6% | +4.8% | -3.6% |
| 7D | -5.5% | +16.1% | -21.6% | -6.1% |
| 30D | +4.5% | +68.7% | -64.1% | +2.4% |
| 3M | +13.7% | -11.0% | +24.7% | +13.0% |
| 6M | -8.4% | -33.4% | +25.0% | -9.0% |
| YTD | -26.5% | -59.5% | +33.0% | -26.5% |
| 1Y | -13.9% | -93.4% | +79.4% | -8.7% |
| All | -17.4% | -86.5% | +69.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling