-26.6%
INFY vs MTSI
+231.8%
-258.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.3% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | -6.2% | +2.1% | -8.3% | -6.6% |
| 3M | -4.9% | -29.7% | +24.8% | -3.1% |
| 6M | -16.6% | +12.5% | -29.1% | -20.9% |
| YTD | -32.9% | +57.0% | -89.9% | -39.8% |
| 1Y | -26.9% | +103.9% | -130.8% | -37.6% |
| All | -26.6% | +231.8% | -258.4% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling