-16.5%
OTIS vs MDY
+46.3%
-62.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -0.9% | -1.2% | +0.4% | -0.2% |
| 6M | -17.3% | +9.2% | -26.5% | -22.1% |
| YTD | -19.6% | +13.1% | -32.6% | -26.1% |
| 1Y | -21.0% | +13.0% | -34.0% | -27.6% |
| 3Y | -12.1% | +49.2% | -61.3% | -35.3% |
| All | -16.5% | +46.3% | -62.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling