+74.2%
OTIS vs MAS
+144.4%
-70.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | -2.0% | -5.6% | +3.6% | -0.1% |
| 3M | +2.6% | +4.4% | -1.9% | +0.2% |
| 6M | -20.9% | +7.2% | -28.1% | -23.9% |
| YTD | -17.1% | +16.1% | -33.2% | -22.9% |
| 1Y | -15.9% | +0.1% | -16.0% | -17.5% |
| 3Y | -12.7% | +28.3% | -41.0% | -24.2% |
| 5Y | -15.7% | +30.5% | -46.2% | -28.9% |
| All | +74.2% | +144.4% | -70.2% | +17.5% |
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