+72.3%
MSFT vs OTIS
-17.1%
+89.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -1.0% | -2.2% | +1.1% | -0.2% |
| 30D | -2.7% | -4.3% | +1.7% | -1.0% |
| 3M | +22.1% | -2.2% | +24.3% | +22.7% |
| 6M | +20.6% | -19.9% | +40.5% | +31.2% |
| YTD | +2.3% | -19.3% | +21.6% | +10.6% |
| 1Y | -0.5% | -19.6% | +19.0% | +7.3% |
| 3Y | +50.5% | -11.5% | +62.1% | +45.9% |
| 5Y | +72.3% | -16.8% | +89.1% | +63.4% |
| All | +72.3% | -17.1% | +89.4% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling