+96.0%
MA vs OTIS
+3.9%
+92.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +0.5% | -0.9% | -0.6% |
| 30D | +11.3% | +19.4% | -8.1% | +2.2% |
| 3M | +16.7% | +7.1% | +9.6% | +12.7% |
| 6M | +32.8% | +6.6% | +26.2% | +28.3% |
| YTD | +15.6% | -8.3% | +23.9% | +19.8% |
| 1Y | +19.6% | -11.6% | +31.2% | +26.2% |
| 3Y | +72.1% | +3.1% | +69.0% | +58.9% |
| 5Y | +96.0% | +2.5% | +93.6% | +72.8% |
| All | +96.0% | +3.9% | +92.2% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling