+67.5%
MA vs OTIS
-14.6%
+82.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | +1.4% | -4.7% | +6.1% | +3.7% |
| 3M | +17.7% | +1.2% | +16.5% | +16.8% |
| 6M | +9.7% | -20.5% | +30.2% | +22.1% |
| YTD | +0.5% | -18.4% | +18.9% | +10.2% |
| 1Y | -2.1% | -18.1% | +16.0% | +7.0% |
| 3Y | +40.1% | -10.6% | +50.7% | +39.8% |
| 5Y | +67.5% | -16.1% | +83.6% | +64.3% |
| All | +67.5% | -14.6% | +82.1% | +64.3% |
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 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