+159.3%
MA vs OTIS
+91.8%
+67.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | +0.8% | -4.3% | +5.1% | +2.6% |
| 3M | +14.8% | -2.2% | +17.0% | +15.7% |
| 6M | +10.0% | -19.9% | +29.9% | +20.1% |
| YTD | -0.1% | -19.3% | +19.2% | +8.5% |
| 1Y | -2.2% | -19.6% | +17.3% | +6.3% |
| 3Y | +39.3% | -11.5% | +50.8% | +42.5% |
| 5Y | +66.3% | -16.8% | +83.1% | +69.9% |
| All | +159.3% | +91.8% | +67.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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