-44.9%
INFY vs MTSI
+331.9%
-376.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.0% | -5.1% |
| 7D | -7.2% | +4.9% | -12.1% | -7.8% |
| 30D | -11.2% | -11.6% | +0.4% | -10.2% |
| 3M | -7.4% | -24.1% | +16.7% | -5.2% |
| 6M | -21.3% | +32.4% | -53.7% | -28.4% |
| YTD | -36.2% | +60.4% | -96.6% | -44.7% |
| 1Y | -31.3% | +111.0% | -142.2% | -44.3% |
| 3Y | -31.1% | +246.1% | -277.2% | -52.9% |
| 5Y | -44.9% | +340.3% | -385.2% | -66.0% |
| All | -44.9% | +331.9% | -376.7% | -66.0% |
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