+2,703.7%
INFY vs MAS
+556.4%
+2,147.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -0.4% | +2.0% | -2.4% | -1.1% |
| 30D | +18.5% | +19.4% | -0.9% | +12.2% |
| 3M | +1.1% | +9.4% | -8.3% | -1.8% |
| 6M | +1.0% | +15.3% | -14.3% | -4.3% |
| YTD | -28.3% | +31.3% | -59.7% | -35.6% |
| 1Y | -21.1% | +34.9% | -55.9% | -29.7% |
| 3Y | -19.5% | +58.6% | -78.1% | -33.3% |
| 5Y | -37.5% | +40.7% | -78.2% | -47.2% |
| 10Y | +117.7% | +220.4% | -102.7% | +37.5% |
| All | +2,703.7% | +556.4% | +2,147.3% | +988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling