-11.2%
CTSH vs MSTU
-90.6%
+79.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -2.1% | -27.7% | +25.7% | -1.2% |
| 30D | +8.0% | -40.3% | +48.2% | +9.3% |
| 3M | +10.6% | +26.4% | -15.8% | +8.6% |
| 6M | +32.5% | -75.7% | +108.2% | +35.7% |
| YTD | -21.0% | -71.9% | +50.9% | -20.7% |
| 1Y | -9.9% | -89.3% | +79.4% | -6.7% |
| All | -11.2% | -90.6% | +79.4% | -14.2% |
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