+270.1%
MSFT vs OTIS
+97.1%
+173.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +2.7% | -2.0% | +4.7% | +3.4% |
| 3M | +17.0% | +2.6% | +14.4% | +15.6% |
| 6M | +23.8% | -20.9% | +44.7% | +33.5% |
| YTD | +4.0% | -17.1% | +21.1% | +10.0% |
| 1Y | -0.8% | -15.9% | +15.1% | +4.1% |
| 3Y | +55.6% | -12.7% | +68.3% | +57.1% |
| 5Y | +72.9% | -15.7% | +88.6% | +70.5% |
| All | +270.1% | +97.1% | +173.0% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling