-9.3%
CTSH vs MTSI
+153.3%
-162.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -18.4% | +19.5% | +2.1% |
| 7D | +6.4% | -24.6% | +31.0% | +7.9% |
| 30D | +16.3% | -45.7% | +62.0% | +20.5% |
| 3M | +20.0% | -27.7% | +47.7% | +20.2% |
| 6M | +29.9% | -37.3% | +67.2% | +28.8% |
| YTD | -18.4% | +11.1% | -29.5% | -29.8% |
| 1Y | -8.9% | +27.2% | -36.0% | -24.6% |
| 3Y | +6.0% | +153.7% | -147.7% | -32.4% |
| 5Y | -9.3% | +159.0% | -168.3% | -46.3% |
| All | -9.3% | +153.3% | -162.6% | -46.3% |
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