+409.3%
MRNA vs OTIS
+91.3%
+318.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.5% |
| 7D | -1.1% | -3.0% | +1.9% | +0.4% |
| 30D | +126.1% | -6.0% | +132.1% | +133.4% |
| 3M | +190.0% | -0.9% | +190.9% | +192.2% |
| 6M | +157.2% | -17.3% | +174.6% | +178.3% |
| YTD | +388.2% | -19.6% | +407.8% | +432.8% |
| 1Y | +467.0% | -21.0% | +488.1% | +523.6% |
| 3Y | +36.1% | -12.1% | +48.2% | +41.4% |
| 5Y | -68.0% | -17.1% | -50.9% | -67.2% |
| All | +409.3% | +91.3% | +318.0% | +337.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling