+731.6%
MSTR vs CTSH
+21.9%
+709.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.7% |
| 7D | +12.2% | -2.7% | +14.9% | +14.2% |
| 30D | +45.2% | +12.4% | +32.8% | +36.3% |
| 3M | +10.4% | +17.4% | -7.0% | -1.1% |
| 6M | -2.5% | -3.1% | +0.6% | -3.2% |
| YTD | -6.0% | -23.6% | +17.5% | +7.7% |
| 1Y | -56.4% | -10.8% | -45.6% | -55.2% |
| 3Y | +306.3% | -8.3% | +314.6% | +308.3% |
| 5Y | +100.5% | -11.3% | +111.8% | +114.0% |
| All | +731.6% | +21.9% | +709.7% | +700.9% |
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