+661.2%
MU vs OTIS
-18.7%
+679.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +2.3% |
| 7D | +7.5% | -2.2% | +9.7% | +6.6% |
| 30D | +19.4% | -4.3% | +23.7% | +17.5% |
| 3M | +9.8% | -2.2% | +12.0% | +9.0% |
| 6M | +164.1% | -19.9% | +184.0% | +153.8% |
| YTD | +260.3% | -19.3% | +279.6% | +249.0% |
| 1Y | +661.2% | -19.6% | +680.7% | +591.0% |
| All | +661.2% | -18.7% | +679.9% | +591.0% |
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