+816.8%
MSTR vs CTSH
+35,575.5%
-34,758.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -15.9% | +13.4% | -29.3% | -20.7% |
| 3M | +33.1% | +14.4% | +18.7% | +25.1% |
| 6M | -31.0% | +27.7% | -58.7% | -39.4% |
| YTD | -15.1% | -20.6% | +5.5% | -10.3% |
| 1Y | -45.6% | -9.1% | -36.5% | -45.8% |
| 3Y | +180.5% | +3.1% | +177.4% | +166.5% |
| 5Y | +61.7% | -11.8% | +73.4% | +69.4% |
| 10Y | +578.0% | +42.7% | +535.3% | +470.1% |
| All | +816.8% | +35,575.5% | -34,758.6% | -0.5% |
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