+267.1%
MSFT vs OTIS
+91.3%
+175.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.1% |
| 7D | -0.8% | -3.0% | +2.1% | +0.2% |
| 30D | +0.8% | -6.0% | +6.9% | +2.9% |
| 3M | +27.2% | -0.9% | +28.1% | +27.2% |
| 6M | +22.9% | -17.3% | +40.2% | +30.4% |
| YTD | +3.1% | -19.6% | +22.7% | +10.2% |
| 1Y | -0.3% | -21.0% | +20.8% | +7.1% |
| 3Y | +50.1% | -12.1% | +62.2% | +50.7% |
| 5Y | +74.6% | -17.1% | +91.7% | +73.4% |
| All | +267.1% | +91.3% | +175.8% | +208.7% |
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