+15,692.2%
MA vs CTSH
+399.3%
+15,292.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -3.0% |
| 7D | +3.2% | +6.4% | -3.2% | +0.2% |
| 30D | +15.9% | +16.3% | -0.3% | +7.5% |
| 3M | +15.2% | +20.0% | -4.8% | +4.4% |
| 6M | +32.4% | +29.9% | +2.4% | +13.4% |
| YTD | +15.6% | -18.4% | +34.0% | +22.3% |
| 1Y | +19.3% | -8.9% | +28.2% | +19.6% |
| 3Y | +73.0% | +6.0% | +67.0% | +58.5% |
| 5Y | +93.7% | -9.3% | +103.0% | +88.0% |
| 10Y | +575.0% | +46.7% | +528.2% | +412.3% |
| All | +15,692.2% | +399.3% | +15,292.9% | +5,426.7% |
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