-15.9%
CTSH vs MSTZ
-19.0%
+3.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.3% | -2.7% |
| 7D | -8.2% | -23.6% | +15.4% | -8.6% |
| 30D | +0.4% | -60.7% | +61.1% | -1.0% |
| 3M | +10.6% | -58.3% | +68.8% | +9.7% |
| 6M | -8.8% | -60.0% | +51.2% | -9.8% |
| YTD | -28.6% | -75.2% | +46.6% | -28.8% |
| 1Y | -15.9% | -19.9% | +4.0% | -10.5% |
| All | -15.9% | -19.0% | +3.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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