+184.7%
MS vs OTIS
-10.2%
+194.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | -2.0% | +1.7% | +0.3% |
| 3M | +0.3% | +2.6% | -2.3% | -0.9% |
| 6M | +31.3% | -20.9% | +52.3% | +41.7% |
| YTD | +24.7% | -17.1% | +41.8% | +31.8% |
| 1Y | +47.9% | -15.9% | +63.8% | +55.1% |
| All | +184.7% | -10.2% | +194.9% | +153.0% |
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 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