+66.1%
OTIS vs MGY
+811.3%
-745.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -5.0% | +1.8% | -6.8% | -5.2% |
| 30D | -6.5% | +6.5% | -13.0% | -7.2% |
| 3M | -2.0% | +0.3% | -2.3% | -2.2% |
| 6M | -20.2% | -2.4% | -17.8% | -20.4% |
| YTD | -21.0% | +29.0% | -50.0% | -24.0% |
| 1Y | -20.9% | +17.0% | -37.9% | -23.0% |
| 3Y | -13.3% | +26.2% | -39.5% | -17.5% |
| 5Y | -18.5% | +92.3% | -110.9% | -27.5% |
| All | +66.1% | +811.3% | -745.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling