+123.2%
INFY vs MAS
+230.1%
-106.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -2.3% |
| 7D | -1.1% | +3.3% | -4.4% | -2.2% |
| 30D | +15.5% | +25.5% | -10.0% | +7.4% |
| 3M | -1.1% | +11.8% | -12.9% | -4.8% |
| 6M | -1.3% | +21.3% | -22.7% | -8.2% |
| YTD | -29.0% | +37.7% | -66.7% | -37.5% |
| 1Y | -23.3% | +41.0% | -64.3% | -33.1% |
| 3Y | -17.8% | +63.0% | -80.8% | -34.0% |
| 5Y | -39.4% | +44.1% | -83.5% | -50.1% |
| 10Y | +123.2% | +224.3% | -101.1% | +37.5% |
| All | +123.2% | +230.1% | -106.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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