+413.4%
MAR vs OTIS
+93.9%
+319.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | -6.9% | -4.7% | -2.2% | -4.6% |
| 3M | -15.8% | +1.2% | -17.1% | -16.6% |
| 6M | +1.9% | -20.5% | +22.5% | +13.9% |
| YTD | +6.6% | -18.4% | +25.1% | +17.3% |
| 1Y | +23.7% | -18.1% | +41.8% | +35.6% |
| 3Y | +64.6% | -10.6% | +75.2% | +68.0% |
| 5Y | +156.4% | -16.1% | +172.4% | +164.0% |
| All | +413.4% | +93.9% | +319.5% | +310.4% |
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