+2,772.7%
MU vs OTIS
+97.1%
+2,675.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +13.8% | -2.0% | +15.8% | +14.6% |
| 3M | +2.1% | +2.6% | -0.5% | +0.2% |
| 6M | +153.8% | -20.9% | +174.7% | +179.0% |
| YTD | +256.4% | -17.1% | +273.5% | +280.8% |
| 1Y | +719.8% | -15.9% | +735.7% | +766.8% |
| 3Y | +1,360.4% | -12.7% | +1,373.1% | +1,396.5% |
| 5Y | +1,312.4% | -15.7% | +1,328.2% | +1,319.1% |
| All | +2,772.7% | +97.1% | +2,675.6% | +2,457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling