-34.6%
MP vs OTIS
-9.8%
-24.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.9% | -8.9% | -3.6% |
| 7D | -12.5% | +9.5% | -22.0% | -9.3% |
| 30D | -23.3% | +21.1% | -44.4% | -17.7% |
| 3M | -24.4% | +9.0% | -33.4% | -21.3% |
| 6M | -45.8% | +6.4% | -52.2% | -43.4% |
| YTD | -28.9% | -7.1% | -21.8% | -27.3% |
| 1Y | -34.6% | -10.1% | -24.5% | -37.7% |
| All | -34.6% | -9.8% | -24.8% | -37.7% |
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