+157.0%
MKSI vs OTIS
-14.9%
+171.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.7% |
| 30D | -16.8% | -2.0% | -14.8% | -16.8% |
| 3M | -21.1% | +2.6% | -23.7% | -21.7% |
| 6M | +10.8% | -20.9% | +31.8% | +11.3% |
| YTD | +63.3% | -17.1% | +80.4% | +63.7% |
| 1Y | +157.0% | -15.9% | +172.9% | +144.0% |
| All | +157.0% | -14.9% | +171.9% | +144.0% |
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