+753.3%
MS vs OTIS
+93.9%
+659.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +2.5% | -0.8% | +3.2% | +2.8% |
| 30D | 0.0% | -4.7% | +4.7% | +2.2% |
| 3M | +2.4% | +1.2% | +1.2% | +1.2% |
| 6M | +36.4% | -20.5% | +56.9% | +51.3% |
| YTD | +23.8% | -18.4% | +42.3% | +35.0% |
| 1Y | +48.6% | -18.1% | +66.7% | +61.3% |
| 3Y | +179.1% | -10.6% | +189.7% | +181.3% |
| 5Y | +144.8% | -16.1% | +160.9% | +149.7% |
| All | +753.3% | +93.9% | +659.4% | +538.2% |
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 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