-12.1%
OTIS vs MKTX
-25.3%
+13.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -0.9% | +40.8% | -41.7% | -4.5% |
| 6M | -17.3% | -8.0% | -9.3% | -15.7% |
| YTD | -19.6% | -8.7% | -10.8% | -17.9% |
| 1Y | -21.0% | -11.8% | -9.2% | -19.1% |
| 3Y | -12.1% | -24.0% | +11.9% | -9.6% |
| All | -12.1% | -25.3% | +13.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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