-59.8%
MTZ vs OTIS
+4.0%
-63.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.2% |
| 7D | -6.4% | +4.2% | -10.7% | -4.2% |
| 30D | -22.1% | +20.1% | -42.2% | -15.4% |
| 3M | -32.7% | +7.6% | -40.3% | -30.3% |
| 6M | -59.8% | +4.2% | -64.0% | -57.8% |
| All | -59.8% | +4.0% | -63.9% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling