+95.0%
MSFU vs OTIS
+16.0%
+79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | -2.3% | +18.5% | -20.8% | -8.7% |
| 3M | +7.1% | +7.9% | -0.8% | +3.9% |
| 6M | +48.9% | +5.7% | +43.2% | +45.1% |
| YTD | +2.4% | -9.1% | +11.5% | +6.6% |
| 1Y | -8.1% | -11.6% | +3.5% | -3.0% |
| 3Y | +25.2% | +0.6% | +24.6% | +13.6% |
| All | +95.0% | +16.0% | +79.0% | +43.7% |
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 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