+1,072.6%
MS vs CTSH
+34,247.0%
-33,174.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.6% |
| 7D | +1.4% | -2.7% | +4.1% | +2.4% |
| 30D | -0.3% | +12.4% | -12.6% | -4.8% |
| 3M | +0.3% | +17.4% | -17.1% | -7.6% |
| 6M | +31.3% | -3.1% | +34.4% | +29.1% |
| YTD | +24.7% | -23.6% | +48.2% | +33.6% |
| 1Y | +47.9% | -10.8% | +58.7% | +48.7% |
| 3Y | +178.3% | -8.3% | +186.6% | +176.1% |
| 5Y | +144.9% | -11.3% | +156.2% | +142.8% |
| 10Y | +804.5% | +22.6% | +781.9% | +682.3% |
| All | +1,072.6% | +34,247.0% | -33,174.4% | +202.0% |
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