+69.1%
OTIS vs MDY
+222.5%
-153.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -3.0% | -1.9% | -1.1% | -1.8% |
| 30D | -6.0% | -4.6% | -1.4% | -3.2% |
| 3M | -0.9% | -1.2% | +0.4% | -0.2% |
| 6M | -17.3% | +9.2% | -26.5% | -21.9% |
| YTD | -19.6% | +13.1% | -32.6% | -25.8% |
| 1Y | -21.0% | +13.0% | -34.0% | -27.2% |
| 3Y | -12.1% | +49.2% | -61.3% | -33.4% |
| 5Y | -17.1% | +47.2% | -64.3% | -37.0% |
| All | +69.1% | +222.5% | -153.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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