+258.1%
MTZ vs OTIS
+4.7%
+253.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.7% |
| 7D | -6.4% | +4.2% | -10.7% | -7.3% |
| 30D | -22.1% | +20.1% | -42.2% | -25.5% |
| 3M | -32.7% | +7.6% | -40.3% | -33.8% |
| 6M | -59.8% | +4.2% | -64.0% | -60.2% |
| YTD | -19.9% | -8.1% | -11.8% | -17.4% |
| 1Y | -11.5% | -11.5% | 0.0% | -7.3% |
| 3Y | +258.1% | +3.8% | +254.3% | +179.7% |
| All | +258.1% | +4.7% | +253.4% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling