+186.6%
MU vs OTIS
-12.0%
+198.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.6% |
| 7D | -15.2% | +1.7% | -16.9% | -14.1% |
| 30D | -29.5% | +18.5% | -48.0% | -21.9% |
| 3M | -15.8% | +7.9% | -23.6% | -10.5% |
| 6M | -2.9% | +5.7% | -8.6% | +3.1% |
| YTD | +154.2% | -9.1% | +163.3% | +163.0% |
| 1Y | +186.6% | -11.6% | +198.2% | +188.4% |
| All | +186.6% | -12.0% | +198.6% | +188.4% |
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