+13,824.2%
MA vs CTSH
+367.5%
+13,456.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.6% |
| 7D | -2.7% | -2.7% | 0.0% | -1.5% |
| 30D | +1.5% | +12.4% | -10.8% | -4.1% |
| 3M | +20.4% | +17.4% | +3.1% | +9.8% |
| 6M | +11.1% | -3.1% | +14.2% | +10.2% |
| YTD | +2.0% | -23.6% | +25.5% | +12.4% |
| 1Y | -2.2% | -10.8% | +8.7% | -0.3% |
| 3Y | +41.9% | -8.3% | +50.2% | +40.6% |
| 5Y | +75.4% | -11.3% | +86.7% | +73.9% |
| 10Y | +527.5% | +22.6% | +504.9% | +417.3% |
| All | +13,824.2% | +367.5% | +13,456.6% | +4,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling