+782.6%
MTZ vs OTIS
+91.8%
+690.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +2.3% | -2.2% | +4.4% | +3.4% |
| 30D | -10.3% | -4.3% | -6.0% | -8.3% |
| 3M | -31.8% | -2.2% | -29.7% | -31.7% |
| 6M | -19.2% | -19.9% | +0.7% | -9.7% |
| YTD | +10.7% | -19.3% | +30.1% | +22.5% |
| 1Y | +37.5% | -19.6% | +57.1% | +52.2% |
| 3Y | +162.4% | -11.5% | +173.9% | +163.8% |
| 5Y | +166.3% | -16.8% | +183.1% | +172.6% |
| All | +782.6% | +91.8% | +690.8% | +522.9% |
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 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