+2,423.9%
MUU vs OTIS
-31.2%
+2,455.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -9.0% |
| 7D | +3.6% | -5.0% | +8.6% | +4.3% |
| 30D | +22.3% | -6.5% | +28.8% | +23.5% |
| 3M | -8.2% | -2.0% | -6.3% | -9.1% |
| 6M | +256.3% | -20.2% | +276.5% | +286.2% |
| YTD | +534.4% | -21.0% | +555.4% | +582.0% |
| 1Y | +2,163.5% | -20.9% | +2,184.3% | +2,307.1% |
| All | +2,423.9% | -31.2% | +2,455.0% | +2,940.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling