-10.4%
CTSH vs MSTZ
-99.3%
+88.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +2.4% |
| 7D | +1.8% | +21.1% | -19.3% | +2.5% |
| 30D | +9.8% | +40.1% | -30.3% | +11.2% |
| 3M | +12.1% | -66.1% | +78.2% | +10.0% |
| 6M | +27.4% | -20.7% | +48.1% | +29.4% |
| YTD | -20.3% | -78.6% | +58.3% | -20.7% |
| 1Y | -8.8% | -55.5% | +46.7% | -6.5% |
| All | -10.4% | -99.3% | +88.9% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling