-3.8%
MTZ vs OTIS
-12.5%
+8.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -0.9% |
| 7D | +5.0% | -1.3% | +6.3% | +4.6% |
| 30D | -6.0% | +12.8% | -18.8% | -3.4% |
| 3M | -36.1% | +7.4% | -43.5% | -34.7% |
| 6M | -56.9% | +7.7% | -64.6% | -55.8% |
| YTD | -15.9% | -9.3% | -6.6% | -12.8% |
| 1Y | -3.8% | -12.1% | +8.3% | -2.0% |
| All | -3.8% | -12.5% | +8.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling