+526.8%
MSTR vs CTSH
+39.6%
+487.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.9% |
| 7D | -10.7% | +1.8% | -12.6% | -11.8% |
| 30D | -21.6% | +9.8% | -31.4% | -26.6% |
| 3M | +24.4% | +12.1% | +12.3% | +14.7% |
| 6M | -35.5% | +27.4% | -62.9% | -46.7% |
| YTD | -20.3% | -20.3% | -0.1% | -12.0% |
| 1Y | -49.3% | -8.8% | -40.5% | -49.2% |
| 3Y | +137.8% | +4.0% | +133.7% | +116.7% |
| 5Y | +48.3% | -12.2% | +60.5% | +55.3% |
| 10Y | +526.8% | +38.7% | +488.1% | +471.4% |
| All | +526.8% | +39.6% | +487.2% | +471.4% |
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