+209.6%
MO vs OTIS
+91.3%
+118.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +0.9% |
| 30D | +7.1% | -6.0% | +13.2% | +8.9% |
| 3M | -2.0% | -0.9% | -1.1% | -1.7% |
| 6M | +7.3% | -17.3% | +24.6% | +12.6% |
| YTD | +23.5% | -19.6% | +43.0% | +30.3% |
| 1Y | +11.0% | -21.0% | +32.0% | +17.6% |
| 3Y | +95.0% | -12.1% | +107.1% | +96.7% |
| 5Y | +100.6% | -17.1% | +117.7% | +103.7% |
| All | +209.6% | +91.3% | +118.3% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling