+69.1%
OTIS vs MCO
+189.0%
-119.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.2% |
| 7D | -3.0% | -3.8% | +0.8% | -1.5% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -0.9% | +7.7% | -8.6% | -3.8% |
| 6M | -17.3% | +7.0% | -24.3% | -19.8% |
| YTD | -19.6% | -6.4% | -13.2% | -18.4% |
| 1Y | -21.0% | -7.6% | -13.4% | -19.7% |
| 3Y | -12.1% | +43.2% | -55.3% | -26.8% |
| 5Y | -17.1% | +29.6% | -46.6% | -30.3% |
| All | +69.1% | +189.0% | -119.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling