+16.2%
MS vs OTIS
-12.0%
+28.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | -0.7% | +18.5% | -19.2% | -0.5% |
| 3M | -12.4% | +7.9% | -20.2% | -12.0% |
| 6M | -1.7% | +5.7% | -7.4% | -1.1% |
| YTD | +8.0% | -9.1% | +17.1% | +9.7% |
| 1Y | +16.2% | -11.6% | +27.8% | +19.0% |
| All | +16.2% | -12.0% | +28.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling