-37.3%
MP vs OTIS
-13.3%
-24.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +1.8% |
| 7D | +11.0% | -3.0% | +14.0% | +9.8% |
| 30D | -11.7% | +14.0% | -25.7% | -7.7% |
| 3M | -30.8% | +4.9% | -35.7% | -29.2% |
| 6M | -42.9% | +5.4% | -48.3% | -41.1% |
| YTD | -25.9% | -10.2% | -15.7% | -25.1% |
| 1Y | -37.3% | -13.4% | -23.9% | -40.5% |
| All | -37.3% | -13.3% | -24.0% | -40.5% |
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 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