+61.8%
MSFT vs OTIS
-0.1%
+62.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.4% | -3.0% | +0.5% | -1.3% |
| 30D | -3.8% | +14.0% | -17.7% | -8.5% |
| 3M | +6.4% | +4.9% | +1.5% | +4.3% |
| 6M | +28.8% | +5.4% | +23.4% | +25.6% |
| YTD | +8.8% | -10.2% | +19.0% | +12.9% |
| 1Y | +3.2% | -13.4% | +16.5% | +8.7% |
| 3Y | +44.8% | -0.7% | +45.5% | +33.1% |
| 5Y | +61.8% | -2.1% | +64.0% | +41.3% |
| All | +61.8% | -0.1% | +62.0% | +41.3% |
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 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