+88.0%
MSFU vs OTIS
+15.7%
+72.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -5.3% | +12.8% | -18.1% | -9.7% |
| 3M | +7.2% | +7.4% | -0.1% | +4.3% |
| 6M | +51.0% | +7.7% | +43.3% | +45.8% |
| YTD | -1.2% | -9.3% | +8.0% | +2.9% |
| 1Y | -10.3% | -12.1% | +1.8% | -5.1% |
| 3Y | +22.2% | +0.6% | +21.6% | +10.8% |
| All | +88.0% | +15.7% | +72.3% | +38.7% |
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