+70.7%
MSFU vs OTIS
+2.9%
+67.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -2.3% | -2.2% | -0.2% | -1.4% |
| 30D | -6.3% | -4.3% | -1.9% | -4.5% |
| 3M | +40.0% | -2.2% | +42.1% | +40.7% |
| 6M | +30.1% | -19.9% | +50.0% | +43.2% |
| YTD | -10.3% | -19.3% | +9.0% | -2.0% |
| 1Y | -19.0% | -19.6% | +0.5% | -11.7% |
| 3Y | +25.8% | -11.5% | +37.3% | +20.8% |
| All | +70.7% | +2.9% | +67.8% | +32.1% |
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