-31.1%
INFY vs MOS
-21.8%
-9.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.1% |
| 7D | -7.2% | +7.1% | -14.3% | -7.8% |
| 30D | -11.2% | +15.0% | -26.2% | -12.2% |
| 3M | -7.4% | +24.1% | -31.5% | -9.3% |
| 6M | -21.3% | +2.7% | -24.0% | -21.8% |
| YTD | -36.2% | +12.2% | -48.4% | -37.4% |
| 1Y | -31.3% | -16.3% | -15.0% | -30.2% |
| 3Y | -31.1% | -23.3% | -7.8% | -31.1% |
| All | -31.1% | -21.8% | -9.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling