+0.1%
OTIS vs MAS
+39.9%
-39.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -1.8% | +3.0% | -4.8% | -3.0% |
| 30D | +12.1% | +22.4% | -10.3% | +3.8% |
| 3M | +6.8% | +14.5% | -7.7% | +1.3% |
| 6M | +7.1% | +27.1% | -20.0% | -3.2% |
| YTD | -9.8% | +35.8% | -45.5% | -21.4% |
| 1Y | -12.6% | +39.4% | -52.0% | -24.7% |
| 3Y | +0.1% | +60.3% | -60.2% | -21.9% |
| All | +0.1% | +39.9% | -39.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling