-7.8%
OTIS vs MAGS
+190.0%
-197.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -6.0% | +3.2% | -9.2% | -6.5% |
| 3M | -0.9% | +7.7% | -8.5% | -2.2% |
| 6M | -17.3% | +12.5% | -29.8% | -19.2% |
| YTD | -19.6% | +6.0% | -25.5% | -20.6% |
| 1Y | -21.0% | +14.4% | -35.4% | -23.3% |
| 3Y | -12.1% | +127.5% | -139.6% | -30.1% |
| All | -7.8% | +190.0% | -197.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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