-14.1%
CTSH vs MSTZ
-99.3%
+85.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.5% |
| 7D | -2.7% | -29.7% | +27.0% | -3.5% |
| 30D | +12.4% | -65.3% | +77.6% | +9.6% |
| 3M | +17.4% | -57.3% | +74.7% | +16.1% |
| 6M | -3.1% | -61.6% | +58.6% | -4.0% |
| YTD | -23.6% | -78.3% | +54.7% | -24.4% |
| 1Y | -10.8% | -30.2% | +19.4% | -7.2% |
| All | -14.1% | -99.3% | +85.1% | -20.4% |
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