+87.7%
CTSH vs MTSI
+1,308.1%
-1,220.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.1% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +12.4% | +2.1% | +10.3% | +11.3% |
| 3M | +17.4% | -29.7% | +47.1% | +21.7% |
| 6M | -3.1% | +12.5% | -15.6% | -8.8% |
| YTD | -23.6% | +57.0% | -80.6% | -32.8% |
| 1Y | -10.8% | +103.9% | -114.7% | -25.9% |
| 3Y | -8.3% | +223.6% | -231.9% | -32.2% |
| 5Y | -11.3% | +321.6% | -332.9% | -38.7% |
| 10Y | +22.6% | +517.7% | -495.1% | -29.8% |
| All | +87.7% | +1,308.1% | -1,220.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling