+49.5%
MSTR vs CTSH
-13.2%
+62.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.7% |
| 7D | -14.2% | -2.1% | -12.1% | -13.1% |
| 30D | -19.9% | +8.0% | -27.8% | -25.4% |
| 3M | +27.3% | +10.6% | +16.7% | +16.0% |
| 6M | -37.6% | +32.5% | -70.1% | -52.7% |
| YTD | -19.5% | -21.0% | +1.5% | -3.8% |
| 1Y | -47.1% | -9.9% | -37.2% | -45.3% |
| 3Y | +140.3% | +3.1% | +137.2% | +101.9% |
| 5Y | +49.5% | -13.4% | +62.9% | +79.8% |
| All | +49.5% | -13.2% | +62.7% | +79.8% |
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