+1,972.1%
MU vs OTIS
+118.0%
+1,854.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -12.0% | +0.5% | -12.6% | -12.3% |
| 30D | -28.7% | +19.4% | -48.2% | -33.9% |
| 3M | -16.4% | +7.1% | -23.5% | -19.3% |
| 6M | -1.8% | +6.6% | -8.4% | -5.6% |
| YTD | +157.1% | -8.3% | +165.4% | +162.1% |
| 1Y | +208.5% | -11.6% | +220.1% | +219.7% |
| 3Y | +906.2% | +3.1% | +903.0% | +852.6% |
| 5Y | +893.4% | +2.5% | +890.9% | +829.5% |
| All | +1,972.1% | +118.0% | +1,854.1% | +1,660.5% |
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