-10.9%
MP vs OTIS
-0.9%
-9.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | +9.5% | -1.3% | +10.7% | +10.4% |
| 30D | -3.0% | +12.8% | -15.8% | -11.1% |
| 3M | -30.4% | +7.4% | -37.7% | -34.4% |
| 6M | -39.2% | +7.7% | -46.9% | -43.6% |
| YTD | -23.3% | -9.3% | -14.0% | -19.8% |
| 1Y | -32.6% | -12.1% | -20.5% | -27.9% |
| 3Y | +159.3% | +0.6% | +158.6% | +125.1% |
| All | -10.9% | -0.9% | -9.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling