-10.9%
CTSH vs MTSI
+320.9%
-331.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.0% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +12.4% | +2.1% | +10.3% | +11.5% |
| 3M | +17.4% | -29.7% | +47.1% | +21.4% |
| 6M | -3.1% | +12.5% | -15.6% | -10.0% |
| YTD | -23.6% | +57.0% | -80.6% | -34.9% |
| 1Y | -10.8% | +103.9% | -114.7% | -29.5% |
| 3Y | -8.3% | +223.6% | -231.9% | -40.1% |
| All | -10.9% | +320.9% | -331.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling