+254.1%
MP vs OTIS
+53.1%
+201.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.4% |
| 7D | -10.5% | +4.2% | -14.8% | -13.1% |
| 30D | -23.5% | +20.1% | -43.6% | -32.6% |
| 3M | -25.4% | +7.6% | -33.0% | -29.7% |
| 6M | -51.3% | +4.2% | -55.4% | -53.5% |
| YTD | -29.9% | -8.1% | -21.8% | -27.7% |
| 1Y | -31.8% | -11.5% | -20.3% | -27.9% |
| 3Y | +127.0% | +3.8% | +123.2% | +100.8% |
| 5Y | -3.3% | +5.0% | -8.3% | -15.5% |
| All | +254.1% | +53.1% | +201.0% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling