+157.9%
MTZ vs OTIS
-15.5%
+173.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -0.7% | -0.8% | -1.2% |
| 30D | -11.1% | -2.0% | -9.1% | -10.3% |
| 3M | -36.7% | +2.6% | -39.3% | -38.2% |
| 6M | -21.9% | -20.9% | -1.0% | -12.0% |
| YTD | +9.1% | -17.1% | +26.2% | +19.0% |
| 1Y | +30.0% | -15.9% | +45.9% | +40.2% |
| 3Y | +138.5% | -12.7% | +151.2% | +136.5% |
| All | +157.9% | -15.5% | +173.4% | +141.1% |
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 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