+153.3%
MP vs OTIS
-12.6%
+165.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | -0.7% | -2.1% | -2.6% |
| 30D | +13.8% | -2.0% | +15.8% | +14.5% |
| 3M | -16.7% | +2.6% | -19.3% | -18.5% |
| 6M | -11.5% | -20.9% | +9.4% | -1.5% |
| YTD | +7.9% | -17.1% | +25.0% | +16.4% |
| 1Y | -15.0% | -15.9% | +0.9% | -10.2% |
| All | +153.3% | -12.6% | +165.9% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling