+92.7%
OTIS vs MOD
+3,116.7%
-3,023.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.9% | -10.1% | -1.1% |
| 7D | +0.5% | -13.9% | +14.4% | +1.5% |
| 30D | +19.4% | -41.5% | +61.0% | +25.0% |
| 3M | +7.1% | -45.7% | +52.8% | +12.5% |
| 6M | +6.6% | -61.1% | +67.7% | +15.0% |
| YTD | -8.3% | -20.5% | +12.2% | -9.9% |
| 1Y | -11.6% | -32.1% | +20.5% | -11.9% |
| 3Y | +3.1% | +146.5% | -143.3% | -20.8% |
| 5Y | +2.5% | +812.7% | -810.3% | -39.0% |
| All | +92.7% | +3,116.7% | -3,023.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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