+26.2%
MAR vs OTIS
-14.9%
+41.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | -6.7% | -2.0% | -4.7% | -5.9% |
| 3M | -12.5% | +2.6% | -15.1% | -13.6% |
| 6M | +0.6% | -20.9% | +21.5% | +10.3% |
| YTD | +9.1% | -17.1% | +26.2% | +17.1% |
| 1Y | +26.2% | -15.9% | +42.1% | +34.1% |
| All | +26.2% | -14.9% | +41.1% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling