+84.3%
MKSI vs OTIS
-17.8%
+102.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.8% |
| 7D | +2.7% | -3.0% | +5.7% | +4.9% |
| 30D | -12.8% | -6.0% | -6.8% | -9.1% |
| 3M | -22.5% | -0.9% | -21.6% | -23.5% |
| 6M | +19.4% | -17.3% | +36.7% | +35.8% |
| YTD | +67.7% | -19.6% | +87.3% | +92.7% |
| 1Y | +131.4% | -21.0% | +152.4% | +169.0% |
| 3Y | +197.3% | -12.1% | +209.4% | +196.2% |
| All | +84.3% | -17.8% | +102.1% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling