+92.3%
MA vs CTSH
-11.9%
+104.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +14.7% | +13.4% | +1.3% | +8.6% |
| 3M | +13.5% | +14.4% | -0.9% | +6.3% |
| 6M | +33.1% | +27.7% | +5.4% | +17.3% |
| YTD | +15.1% | -20.6% | +35.7% | +25.6% |
| 1Y | +18.7% | -9.1% | +27.9% | +21.2% |
| 3Y | +72.1% | +3.1% | +69.0% | +60.9% |
| All | +92.3% | -11.9% | +104.2% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling