+122.0%
INFY vs MOS
-1.8%
+123.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +0.5% | +5.5% | -5.0% | -0.3% |
| 30D | +13.6% | +21.0% | -7.4% | +10.2% |
| 3M | -2.4% | -0.5% | -1.9% | -2.8% |
| 6M | +2.2% | +6.6% | -4.4% | +0.2% |
| YTD | -29.5% | -2.8% | -26.7% | -30.4% |
| 1Y | -26.1% | -8.1% | -18.1% | -26.6% |
| 3Y | -19.7% | -25.6% | +5.9% | -19.0% |
| 5Y | -39.6% | -29.8% | -9.9% | -41.1% |
| 10Y | +122.0% | +0.6% | +121.5% | +82.9% |
| All | +122.0% | -1.8% | +123.8% | +82.9% |
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