-43.2%
MP vs OTIS
-12.0%
-31.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +2.6% |
| 7D | -3.6% | +1.7% | -5.3% | -2.9% |
| 30D | -21.0% | +18.5% | -39.4% | -16.2% |
| 3M | -33.3% | +7.9% | -41.2% | -31.1% |
| 6M | -45.9% | +5.7% | -51.6% | -44.0% |
| YTD | -27.8% | -9.1% | -18.8% | -26.9% |
| 1Y | -43.2% | -11.6% | -31.6% | -45.2% |
| All | -43.2% | -12.0% | -31.2% | -45.2% |
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 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