+202.6%
MA vs OTIS
+115.8%
+86.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | +9.6% | +12.8% | -3.2% | +4.4% |
| 3M | +16.8% | +7.4% | +9.4% | +13.3% |
| 6M | +35.2% | +7.7% | +27.5% | +30.7% |
| YTD | +16.6% | -9.3% | +25.8% | +20.5% |
| 1Y | +19.8% | -12.1% | +31.9% | +25.5% |
| 3Y | +70.7% | +0.6% | +70.1% | +65.5% |
| 5Y | +87.4% | -1.1% | +88.5% | +79.5% |
| All | +202.6% | +115.8% | +86.8% | +143.3% |
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