+0.6%
OTIS vs MAS
+59.6%
-59.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +1.7% | +3.6% | -1.9% | +0.5% |
| 30D | +18.5% | +23.8% | -5.3% | +10.8% |
| 3M | +7.9% | +14.4% | -6.6% | +3.2% |
| 6M | +5.7% | +19.7% | -14.1% | -0.9% |
| YTD | -9.1% | +36.0% | -45.0% | -18.7% |
| 1Y | -11.6% | +40.4% | -51.9% | -21.8% |
| 3Y | +0.6% | +58.9% | -58.4% | -16.3% |
| All | +0.6% | +59.6% | -59.0% | -16.3% |
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