+4.5%
OTIS vs MAS
+61.2%
-56.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | +0.7% |
| 7D | +6.5% | +4.6% | +2.0% | +5.1% |
| 30D | +19.6% | +19.9% | -0.3% | +13.0% |
| 3M | +9.4% | +8.9% | +0.5% | +6.3% |
| 6M | +6.4% | +20.2% | -13.8% | -0.3% |
| YTD | -7.5% | +33.9% | -41.4% | -16.9% |
| 1Y | -11.0% | +34.7% | -45.7% | -20.3% |
| All | +4.5% | +61.2% | -56.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling