-37.5%
INFY vs MTSI
+209.3%
-246.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +5.5% | -3.8% | +9.4% | +5.6% |
| 30D | +17.3% | -31.4% | +48.7% | +20.2% |
| 3M | +0.2% | -23.8% | +24.0% | +1.2% |
| 6M | +0.3% | -37.1% | +37.3% | +2.2% |
| YTD | -27.8% | +32.2% | -60.0% | -37.2% |
| 1Y | -23.3% | +26.9% | -50.2% | -32.8% |
| 3Y | -17.8% | +193.7% | -211.6% | -43.8% |
| 5Y | -37.5% | +218.0% | -255.6% | -59.7% |
| All | -37.5% | +209.3% | -246.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling