+76.3%
INFY vs MOS
+13.3%
+62.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -9.8% | +0.5% | -10.3% | -9.9% |
| 30D | -13.4% | +10.9% | -24.3% | -14.8% |
| 3M | -7.2% | +29.2% | -36.5% | -11.1% |
| 6M | -20.6% | -2.3% | -18.3% | -21.2% |
| YTD | -37.5% | +8.3% | -45.8% | -39.0% |
| 1Y | -33.4% | -21.2% | -12.2% | -31.9% |
| 3Y | -32.4% | -25.9% | -6.5% | -31.5% |
| 5Y | -45.5% | -9.4% | -36.1% | -49.0% |
| All | +76.3% | +13.3% | +62.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MOS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling