-48.3%
INFY vs MSTZ
-99.2%
+50.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -1.6% |
| 7D | -8.7% | -23.6% | +14.9% | -9.2% |
| 30D | -13.0% | -60.7% | +47.7% | -14.8% |
| 3M | -8.8% | -58.3% | +49.5% | -9.9% |
| 6M | -22.6% | -60.0% | +37.5% | -23.3% |
| YTD | -37.3% | -75.2% | +37.9% | -37.8% |
| 1Y | -33.4% | -19.9% | -13.5% | -30.6% |
| All | -48.3% | -99.2% | +50.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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