-19.4%
INFY vs MAS
+59.7%
-79.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.7% | +3.0% | -4.7% | -2.3% |
| 30D | +7.1% | +22.4% | -15.4% | +2.9% |
| 3M | -1.0% | +14.5% | -15.4% | -3.7% |
| 6M | +5.9% | +27.1% | -21.3% | +0.4% |
| YTD | -29.5% | +35.8% | -65.3% | -34.8% |
| 1Y | -26.0% | +39.4% | -65.4% | -32.0% |
| 3Y | -19.4% | +60.3% | -79.7% | -32.0% |
| All | -19.4% | +59.7% | -79.1% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling