+122.9%
MS vs CTSH
-16.1%
+139.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +5.1% | -2.1% | +7.2% | +5.7% |
| 30D | +5.7% | +1.4% | +4.3% | +4.6% |
| 3M | -12.2% | +7.5% | -19.6% | -15.3% |
| 6M | -0.5% | +39.6% | -40.1% | -15.1% |
| YTD | +9.8% | -22.3% | +32.1% | +22.3% |
| 1Y | +17.7% | -12.0% | +29.7% | +22.8% |
| 3Y | +176.8% | +1.8% | +175.0% | +165.4% |
| All | +122.9% | -16.1% | +139.1% | +134.7% |
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 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