-12.1%
CTSH vs MTSI
+183.3%
-195.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -3.3% |
| 7D | -0.6% | -10.0% | +9.4% | -0.2% |
| 30D | +13.4% | -37.2% | +50.6% | +16.4% |
| 3M | +14.4% | -30.1% | +44.5% | +15.9% |
| 6M | +27.7% | -31.9% | +59.6% | +26.4% |
| YTD | -20.6% | +23.2% | -43.8% | -32.1% |
| 1Y | -9.1% | +26.4% | -35.5% | -23.0% |
| 3Y | +3.1% | +186.2% | -183.1% | -35.0% |
| All | -12.1% | +183.3% | -195.4% | -48.1% |
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