+142.2%
INFY vs MTSI
+1,208.2%
-1,066.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.3% | -12.6% | -3.5% |
| 7D | +0.5% | +7.2% | -6.7% | -0.8% |
| 30D | +13.6% | -18.4% | +32.0% | +15.2% |
| 3M | -2.4% | -16.7% | +14.3% | -2.1% |
| 6M | +2.2% | -31.7% | +33.9% | +3.6% |
| YTD | -29.5% | +45.9% | -75.4% | -36.9% |
| 1Y | -26.1% | +47.0% | -73.1% | -34.1% |
| 3Y | -19.7% | +224.1% | -243.8% | -38.4% |
| 5Y | -39.6% | +238.5% | -278.1% | -54.8% |
| 10Y | +122.0% | +512.7% | -390.7% | +38.9% |
| All | +142.2% | +1,208.2% | -1,066.0% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling