+2,662.0%
MU vs OTIS
+87.9%
+2,574.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.1% |
| 7D | +2.0% | -5.0% | +7.0% | +4.2% |
| 30D | +12.5% | -6.5% | +19.0% | +15.5% |
| 3M | +9.6% | -2.0% | +11.6% | +9.6% |
| 6M | +142.6% | -20.2% | +162.8% | +164.8% |
| YTD | +242.7% | -21.0% | +263.6% | +273.5% |
| 1Y | +599.3% | -20.9% | +620.1% | +659.1% |
| 3Y | +1,308.3% | -13.3% | +1,321.6% | +1,342.1% |
| 5Y | +1,263.7% | -18.5% | +1,282.2% | +1,292.4% |
| All | +2,662.0% | +87.9% | +2,574.1% | +2,408.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling