+76.3%
INFY vs MOS
+12.4%
+63.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | -9.8% | -0.4% | -9.4% | -9.7% |
| 30D | -13.4% | +10.0% | -23.4% | -14.7% |
| 3M | -7.2% | +28.2% | -35.4% | -11.0% |
| 6M | -20.6% | -3.1% | -17.5% | -21.1% |
| YTD | -37.5% | +7.4% | -44.9% | -39.0% |
| 1Y | -33.4% | -21.8% | -11.5% | -31.8% |
| 3Y | -32.4% | -26.6% | -5.9% | -31.4% |
| 5Y | -45.5% | -10.1% | -35.4% | -48.9% |
| All | +76.3% | +12.4% | +63.9% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling