-12.3%
CTSH vs MSTZ
-99.3%
+87.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.6% |
| 7D | -2.3% | +4.3% | -6.6% | -2.1% |
| 30D | +7.4% | +30.2% | -22.7% | +8.6% |
| 3M | +10.9% | -66.9% | +77.8% | +8.7% |
| 6M | +24.7% | -26.3% | +51.0% | +26.4% |
| YTD | -22.0% | -80.1% | +58.1% | -22.6% |
| 1Y | -11.2% | -57.5% | +46.3% | -9.1% |
| All | -12.3% | -99.3% | +87.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling