+422.6%
MAR vs OTIS
+91.3%
+331.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | -0.5% | -3.0% | +2.4% | +1.0% |
| 30D | -5.4% | -6.0% | +0.6% | -2.5% |
| 3M | -15.5% | -0.9% | -14.6% | -15.4% |
| 6M | +3.0% | -17.3% | +20.3% | +12.7% |
| YTD | +8.5% | -19.6% | +28.1% | +20.2% |
| 1Y | +26.0% | -21.0% | +47.0% | +40.6% |
| 3Y | +68.6% | -12.1% | +80.7% | +73.6% |
| 5Y | +157.4% | -17.1% | +174.5% | +166.7% |
| All | +422.6% | +91.3% | +331.3% | +320.6% |
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