+90.7%
OTIS vs M
+395.0%
-304.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | -1.3% | +7.0% | -8.3% | -2.1% |
| 30D | +12.8% | +8.9% | +3.9% | +11.5% |
| 3M | +7.4% | +4.5% | +2.9% | +6.6% |
| 6M | +7.7% | +36.2% | -28.5% | +3.3% |
| YTD | -9.3% | +15.1% | -24.4% | -11.5% |
| 1Y | -12.1% | +27.4% | -39.6% | -15.4% |
| 3Y | +0.6% | +160.1% | -159.5% | -13.6% |
| 5Y | -1.1% | -1.6% | +0.5% | -7.9% |
| All | +90.7% | +395.0% | -304.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling