+3.0%
MRSH vs OTIS
-21.2%
+24.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -5.9% | -5.0% | -0.9% | -4.3% |
| 30D | -7.3% | -6.5% | -0.8% | -5.3% |
| 3M | +6.7% | -2.0% | +8.6% | +7.8% |
| 6M | +3.0% | -20.2% | +23.2% | +8.5% |
| All | +3.0% | -21.2% | +24.2% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling