+560.8%
MAR vs OTIS
+115.8%
+445.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +1.6% | -1.3% | +2.9% | +2.2% |
| 30D | +13.8% | +12.8% | +1.0% | +7.1% |
| 3M | +20.3% | +7.4% | +12.9% | +15.8% |
| 6M | +21.3% | +7.7% | +13.6% | +16.3% |
| YTD | +37.2% | -9.3% | +46.5% | +42.9% |
| 1Y | +48.4% | -12.1% | +60.6% | +57.1% |
| 3Y | +120.1% | +0.6% | +119.5% | +111.4% |
| 5Y | +182.1% | -1.1% | +183.2% | +168.5% |
| All | +560.8% | +115.8% | +445.0% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling