+288.5%
MKSI vs OTIS
+91.3%
+197.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +4.4% |
| 30D | -12.8% | -6.0% | -6.8% | -9.9% |
| 3M | -22.5% | -0.9% | -21.6% | -23.2% |
| 6M | +19.4% | -17.3% | +36.7% | +32.0% |
| YTD | +67.7% | -19.6% | +87.3% | +87.0% |
| 1Y | +131.4% | -21.0% | +152.4% | +160.4% |
| 3Y | +197.3% | -12.1% | +209.4% | +209.0% |
| 5Y | +87.0% | -17.1% | +104.0% | +95.0% |
| All | +288.5% | +91.3% | +197.3% | +238.1% |
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