+25.2%
MSFU vs OTIS
+2.0%
+23.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | +4.0% | +1.7% | +2.3% | +3.8% |
| 30D | -2.3% | +18.5% | -20.8% | -6.0% |
| 3M | +7.1% | +7.9% | -0.8% | +5.4% |
| 6M | +48.9% | +5.7% | +43.2% | +47.1% |
| YTD | +2.4% | -9.1% | +11.5% | +5.9% |
| 1Y | -8.1% | -11.6% | +3.5% | -4.1% |
| 3Y | +25.2% | +0.6% | +24.6% | +26.5% |
| All | +25.2% | +2.0% | +23.2% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling