-12.1%
OTIS vs MGY
+25.2%
-37.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.0% | +3.5% | -6.5% | -3.2% |
| 30D | -6.0% | +5.3% | -11.3% | -6.4% |
| 3M | -0.9% | +2.6% | -3.5% | -1.1% |
| 6M | -17.3% | -3.3% | -14.0% | -17.4% |
| YTD | -19.6% | +29.2% | -48.8% | -22.7% |
| 1Y | -21.0% | +18.0% | -39.1% | -23.3% |
| 3Y | -12.1% | +30.0% | -42.1% | -17.9% |
| All | -12.1% | +25.2% | -37.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling