+2,524.3%
INFY vs MOS
+86.8%
+2,437.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | -2.9% | +9.5% | -12.4% | -5.0% |
| 30D | -6.2% | +10.4% | -16.7% | -8.6% |
| 3M | -4.9% | +12.9% | -17.8% | -8.3% |
| 6M | -16.6% | +1.2% | -17.8% | -18.3% |
| YTD | -32.9% | +9.3% | -42.2% | -35.7% |
| 1Y | -26.9% | -18.0% | -8.9% | -25.4% |
| 3Y | -26.6% | -29.0% | +2.4% | -24.7% |
| 5Y | -44.1% | -9.6% | -34.5% | -49.1% |
| 10Y | +90.0% | +6.1% | +83.9% | +45.5% |
| All | +2,524.3% | +86.8% | +2,437.4% | +1,219.2% |
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 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