+719.8%
MU vs OTIS
-14.9%
+734.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.0% |
| 7D | +9.0% | -0.7% | +9.7% | +8.7% |
| 30D | +13.8% | -2.0% | +15.8% | +13.1% |
| 3M | +2.1% | +2.6% | -0.5% | +3.1% |
| 6M | +153.8% | -20.9% | +174.7% | +145.1% |
| YTD | +256.4% | -17.1% | +273.5% | +249.7% |
| 1Y | +719.8% | -15.9% | +735.7% | +612.8% |
| All | +719.8% | -14.9% | +734.7% | +612.8% |
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 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