+35.8%
CTSH vs MTSI
+448.7%
-413.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -4.1% |
| 7D | -0.6% | -10.0% | +9.4% | +0.3% |
| 30D | +13.4% | -37.2% | +50.6% | +19.2% |
| 3M | +14.4% | -30.1% | +44.5% | +17.4% |
| 6M | +27.7% | -31.9% | +59.6% | +28.3% |
| YTD | -20.6% | +23.2% | -43.8% | -29.6% |
| 1Y | -9.1% | +26.4% | -35.5% | -20.0% |
| 3Y | +3.1% | +186.2% | -183.1% | -25.4% |
| 5Y | -11.8% | +187.0% | -198.8% | -37.6% |
| All | +35.8% | +448.7% | -413.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling