+79.1%
MTUM vs OTIS
-17.8%
+96.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +1.8% |
| 30D | -2.4% | -6.0% | +3.6% | -0.3% |
| 3M | -3.6% | -0.9% | -2.8% | -3.9% |
| 6M | +23.7% | -17.3% | +41.0% | +32.2% |
| YTD | +22.9% | -19.6% | +42.5% | +32.3% |
| 1Y | +21.8% | -21.0% | +42.8% | +31.8% |
| 3Y | +114.4% | -12.1% | +126.5% | +112.6% |
| All | +79.1% | -17.8% | +96.9% | +76.3% |
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 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