+569.6%
MA vs CTSH
+37.5%
+532.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -1.8% | -2.1% | +0.3% | -0.8% |
| 30D | +11.0% | +8.0% | +3.1% | +6.1% |
| 3M | +17.9% | +10.6% | +7.3% | +10.2% |
| 6M | +33.2% | +32.5% | +0.6% | +10.6% |
| YTD | +16.5% | -21.0% | +37.5% | +27.5% |
| 1Y | +19.1% | -9.9% | +29.0% | +20.8% |
| 3Y | +70.6% | +3.1% | +67.4% | +55.5% |
| 5Y | +92.1% | -13.4% | +105.5% | +90.0% |
| 10Y | +569.6% | +37.1% | +532.4% | +424.9% |
| All | +569.6% | +37.5% | +532.0% | +424.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling