+554.5%
MSTR vs CTSH
+39.1%
+515.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.6% |
| 7D | -4.0% | -2.3% | -1.7% | -2.8% |
| 30D | -18.6% | +7.4% | -26.1% | -22.8% |
| 3M | +25.6% | +10.9% | +14.6% | +16.6% |
| 6M | -33.1% | +24.7% | -57.7% | -44.0% |
| YTD | -17.3% | -22.0% | +4.6% | -7.5% |
| 1Y | -48.1% | -11.2% | -36.9% | -47.1% |
| 3Y | +154.2% | +3.9% | +150.3% | +131.7% |
| 5Y | +46.2% | -13.9% | +60.1% | +55.0% |
| 10Y | +554.5% | +37.8% | +516.7% | +504.3% |
| All | +554.5% | +39.1% | +515.4% | +504.3% |
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