+265.1%
MU vs OTIS
-9.8%
+274.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -4.4% |
| 7D | -19.1% | +9.5% | -28.6% | -13.9% |
| 30D | -25.2% | +21.1% | -46.4% | -16.0% |
| 3M | -10.9% | +9.0% | -19.9% | -4.5% |
| 6M | +38.0% | +6.4% | +31.6% | +47.5% |
| YTD | +178.8% | -7.1% | +186.0% | +193.3% |
| 1Y | +265.1% | -10.1% | +275.3% | +274.7% |
| All | +265.1% | -9.8% | +274.9% | +274.7% |
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 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