+160.4%
MS vs OTIS
+4.7%
+155.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -1.6% | +4.2% | -5.8% | -2.5% |
| 30D | -3.8% | +20.1% | -23.9% | -8.1% |
| 3M | -14.6% | +7.6% | -22.2% | -16.1% |
| 6M | -5.1% | +4.2% | -9.3% | -6.0% |
| YTD | +4.5% | -8.1% | +12.6% | +7.3% |
| 1Y | +13.5% | -11.5% | +25.1% | +18.2% |
| 3Y | +160.4% | +3.8% | +156.6% | +121.2% |
| All | +160.4% | +4.7% | +155.7% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling