+236.1%
MNST vs OTIS
+118.0%
+118.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +4.6% | +19.4% | -14.9% | -1.3% |
| 3M | +1.0% | +7.1% | -6.1% | -1.3% |
| 6M | +5.8% | +6.6% | -0.8% | +3.3% |
| YTD | +19.1% | -8.3% | +27.4% | +21.7% |
| 1Y | +30.9% | -11.6% | +42.5% | +35.5% |
| 3Y | +65.7% | +3.1% | +62.6% | +59.7% |
| 5Y | +99.0% | +2.5% | +96.5% | +89.0% |
| All | +236.1% | +118.0% | +118.0% | +175.2% |
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