+156.5%
MTZ vs OTIS
-10.2%
+166.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | -11.1% | -2.0% | -9.1% | -10.6% |
| 3M | -36.7% | +2.6% | -39.3% | -37.7% |
| 6M | -21.9% | -20.9% | -1.0% | -15.0% |
| YTD | +9.1% | -17.1% | +26.2% | +16.1% |
| 1Y | +30.0% | -15.9% | +45.9% | +37.2% |
| All | +156.5% | -10.2% | +166.7% | +104.1% |
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