+288.0%
MSFT vs OTIS
+115.8%
+172.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | -1.8% | +12.8% | -14.6% | -5.6% |
| 3M | +5.6% | +7.4% | -1.7% | +3.0% |
| 6M | +29.8% | +7.7% | +22.1% | +26.0% |
| YTD | +9.0% | -9.3% | +18.3% | +11.8% |
| 1Y | +4.9% | -12.1% | +17.1% | +8.8% |
| 3Y | +46.2% | +0.6% | +45.6% | +40.1% |
| 5Y | +62.1% | -1.1% | +63.2% | +52.6% |
| All | +288.0% | +115.8% | +172.3% | +213.3% |
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