+1,048.9%
MSTR vs OTIS
+116.3%
+932.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | -10.7% | +1.7% | -12.4% | -11.7% |
| 30D | -21.6% | +18.5% | -40.0% | -31.3% |
| 3M | +24.4% | +7.9% | +16.5% | +16.5% |
| 6M | -35.5% | +5.7% | -41.2% | -39.2% |
| YTD | -20.3% | -9.1% | -11.3% | -16.9% |
| 1Y | -49.3% | -11.6% | -37.7% | -46.1% |
| 3Y | +137.8% | +0.6% | +137.2% | +121.1% |
| 5Y | +48.3% | +1.8% | +46.5% | +37.3% |
| All | +1,048.9% | +116.3% | +932.6% | +787.0% |
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