-8.8%
CTSH vs MTSI
+30.7%
-39.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +1.8% |
| 7D | +1.8% | -3.8% | +5.7% | +1.5% |
| 30D | +9.8% | -31.4% | +41.2% | +1.2% |
| 3M | +12.1% | -23.8% | +35.9% | +7.9% |
| 6M | +27.4% | -37.1% | +64.5% | +20.3% |
| YTD | -20.3% | +32.2% | -52.5% | -22.8% |
| 1Y | -8.8% | +26.9% | -35.7% | -11.6% |
| All | -8.8% | +30.7% | -39.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling