-12.1%
CTSH vs MSTU
-90.8%
+78.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.9% | +11.9% | -0.8% |
| 7D | -4.2% | -23.0% | +18.8% | -3.7% |
| 30D | +3.9% | -47.7% | +51.6% | +5.1% |
| 3M | +10.2% | +12.5% | -2.3% | +9.3% |
| 6M | +35.3% | -76.1% | +111.4% | +36.2% |
| YTD | -21.8% | -75.5% | +53.7% | -21.0% |
| 1Y | -12.1% | -90.1% | +77.9% | -11.1% |
| All | -12.1% | -90.8% | +78.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling