+1,249.8%
MTSI vs OTIS
+118.0%
+1,131.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.3% | +9.1% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | -30.3% | +19.4% | -49.8% | -36.2% |
| 3M | -26.0% | +7.1% | -33.1% | -29.1% |
| 6M | -36.1% | +6.6% | -42.6% | -38.9% |
| YTD | +34.3% | -8.3% | +42.6% | +37.4% |
| 1Y | +35.3% | -11.6% | +46.9% | +40.8% |
| 3Y | +217.6% | +3.1% | +214.5% | +192.1% |
| 5Y | +210.1% | +2.5% | +207.6% | +183.4% |
| All | +1,249.8% | +118.0% | +1,131.7% | +926.6% |
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