+1,366.3%
MTSI vs OTIS
+114.5%
+1,251.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.7% |
| 7D | +7.2% | -2.9% | +10.0% | +8.4% |
| 30D | -18.4% | +16.1% | -34.5% | -24.4% |
| 3M | -16.7% | +6.7% | -23.4% | -20.2% |
| 6M | -31.7% | +6.0% | -37.7% | -34.6% |
| YTD | +45.9% | -9.8% | +55.7% | +50.2% |
| 1Y | +47.0% | -12.3% | +59.3% | +53.4% |
| 3Y | +224.1% | -0.2% | +224.3% | +202.8% |
| 5Y | +238.5% | +1.0% | +237.5% | +211.1% |
| All | +1,366.3% | +114.5% | +1,251.8% | +1,022.3% |
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