+122.0%
INFY vs MOD
+915.9%
-793.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.6% |
| 7D | +0.5% | +8.2% | -7.7% | -0.3% |
| 30D | +13.6% | -38.2% | +51.7% | +17.9% |
| 3M | -2.4% | -46.2% | +43.8% | +2.3% |
| 6M | +2.2% | -62.5% | +64.7% | +9.6% |
| YTD | -29.5% | -20.1% | -9.4% | -31.6% |
| 1Y | -26.1% | -29.7% | +3.6% | -27.6% |
| 3Y | -19.7% | +136.2% | -155.9% | -36.2% |
| 5Y | -39.6% | +820.4% | -860.0% | -61.6% |
| 10Y | +122.0% | +839.8% | -717.8% | +27.1% |
| All | +122.0% | +915.9% | -793.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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