+95.2%
OTIS vs MAS
+191.9%
-96.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.8% | +1.8% |
| 7D | +9.5% | +14.2% | -4.7% | +4.3% |
| 30D | +21.1% | +26.8% | -5.7% | +11.0% |
| 3M | +9.0% | +13.1% | -4.1% | +4.0% |
| 6M | +6.4% | +27.9% | -21.5% | -3.6% |
| YTD | -7.1% | +38.7% | -45.8% | -19.1% |
| 1Y | -10.1% | +40.4% | -50.5% | -22.2% |
| 3Y | +5.6% | +66.1% | -60.5% | -16.7% |
| 5Y | +5.9% | +47.4% | -41.5% | -14.6% |
| All | +95.2% | +191.9% | -96.7% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling