+66.8%
MET vs OTIS
-13.8%
+80.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.9% |
| 7D | -2.5% | -5.0% | +2.6% | -0.6% |
| 30D | 0.0% | -6.5% | +6.5% | +2.5% |
| 3M | +13.1% | -2.0% | +15.0% | +13.6% |
| 6M | +39.0% | -20.2% | +59.2% | +50.9% |
| YTD | +25.2% | -21.0% | +46.2% | +36.2% |
| 1Y | +25.6% | -20.9% | +46.5% | +36.5% |
| All | +66.8% | -13.8% | +80.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling