-10.8%
CTSH vs MSTU
-89.5%
+78.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -0.6% | -4.3% | +3.7% | -0.6% |
| 30D | +13.4% | -34.6% | +48.0% | +14.5% |
| 3M | +14.4% | +39.0% | -24.6% | +12.0% |
| 6M | +27.7% | -70.5% | +98.2% | +30.0% |
| YTD | -20.6% | -68.6% | +48.0% | -20.5% |
| 1Y | -9.1% | -88.6% | +79.5% | -6.0% |
| All | -10.8% | -89.5% | +78.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling