+78.9%
INFY vs MTSI
+561.3%
-482.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | -5.4% | +2.2% | -7.6% | -5.7% |
| 30D | -9.9% | -11.5% | +1.7% | -8.7% |
| 3M | -4.6% | -26.6% | +22.1% | -1.9% |
| 6M | -18.5% | +23.5% | -42.0% | -23.5% |
| YTD | -36.5% | +60.5% | -97.0% | -43.2% |
| 1Y | -32.8% | +109.7% | -142.5% | -42.7% |
| 3Y | -32.2% | +247.8% | -280.0% | -48.2% |
| 5Y | -44.7% | +328.4% | -373.1% | -59.8% |
| All | +78.9% | +561.3% | -482.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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