+2,723.9%
INFY vs MOS
+67.6%
+2,656.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +5.5% | +24.8% | -19.3% | 0.0% |
| 30D | +17.3% | +22.7% | -5.3% | +11.4% |
| 3M | +0.2% | -1.2% | +1.5% | -0.3% |
| 6M | +0.3% | +5.5% | -5.3% | -2.6% |
| YTD | -27.8% | -2.0% | -25.9% | -29.6% |
| 1Y | -23.3% | -7.9% | -15.3% | -24.2% |
| 3Y | -17.8% | -25.0% | +7.1% | -17.3% |
| 5Y | -37.5% | -27.7% | -9.8% | -40.1% |
| 10Y | +128.4% | -1.6% | +129.9% | +77.1% |
| All | +2,723.9% | +67.6% | +2,656.3% | +1,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling