+76.3%
MSFU vs OTIS
+5.7%
+70.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -5.7% | -0.7% | -5.0% | -5.4% |
| 30D | +4.2% | -2.0% | +6.2% | +5.0% |
| 3M | +27.9% | +2.6% | +25.3% | +26.0% |
| 6M | +37.1% | -20.9% | +58.0% | +52.2% |
| YTD | -7.4% | -17.1% | +9.7% | +0.1% |
| 1Y | -19.6% | -15.9% | -3.7% | -14.2% |
| 3Y | +33.2% | -12.7% | +45.9% | +30.8% |
| All | +76.3% | +5.7% | +70.6% | +34.9% |
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