+556.2%
MS vs CTSH
+37.5%
+518.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -1.7% | -2.1% | +0.3% | -0.9% |
| 30D | +0.9% | +8.0% | -7.0% | -3.7% |
| 3M | -10.8% | +10.6% | -21.4% | -16.9% |
| 6M | +0.9% | +32.5% | -31.6% | -17.3% |
| YTD | +9.8% | -21.0% | +30.8% | +19.7% |
| 1Y | +17.1% | -9.9% | +27.0% | +17.7% |
| 3Y | +175.7% | +3.1% | +172.6% | +150.6% |
| 5Y | +125.9% | -13.4% | +139.3% | +122.3% |
| 10Y | +556.2% | +37.1% | +519.0% | +402.8% |
| All | +556.2% | +37.5% | +518.7% | +402.8% |
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