+553.1%
MA vs CTSH
+37.6%
+515.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.9% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +14.7% | +13.4% | +1.3% | +6.8% |
| 3M | +13.5% | +14.4% | -0.9% | +4.3% |
| 6M | +33.1% | +27.7% | +5.4% | +12.9% |
| YTD | +15.1% | -20.6% | +35.7% | +25.7% |
| 1Y | +18.7% | -9.1% | +27.9% | +19.9% |
| 3Y | +72.1% | +3.1% | +69.0% | +57.1% |
| 5Y | +92.8% | -11.8% | +104.6% | +88.6% |
| All | +553.1% | +37.6% | +515.4% | +416.8% |
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