+659.5%
MSTR vs INFY
+80.1%
+579.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | -8.3% | -5.4% | -2.9% | -5.4% |
| 30D | +38.1% | -9.9% | +48.0% | +46.2% |
| 3M | +9.0% | -4.6% | +13.6% | +10.1% |
| 6M | -5.3% | -18.5% | +13.1% | +3.1% |
| YTD | -13.8% | -36.5% | +22.7% | +7.7% |
| 1Y | -59.8% | -32.8% | -27.1% | -52.0% |
| 3Y | +282.2% | -32.2% | +314.4% | +349.9% |
| 5Y | +112.8% | -44.7% | +157.4% | +185.7% |
| All | +659.5% | +80.1% | +579.4% | +616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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