+90.7%
OTIS vs MOD
+4,010.9%
-3,920.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.8% | -1.5% |
| 7D | -1.3% | +40.4% | -41.7% | -4.6% |
| 30D | +12.8% | -14.0% | +26.8% | +13.5% |
| 3M | +7.4% | -33.3% | +40.7% | +10.5% |
| 6M | +7.7% | -51.4% | +59.1% | +13.7% |
| YTD | -9.3% | +1.6% | -10.9% | -13.1% |
| 1Y | -12.1% | +5.4% | -17.5% | -16.6% |
| 3Y | +0.6% | +191.0% | -190.4% | -23.6% |
| 5Y | -1.1% | +1,093.1% | -1,094.2% | -42.8% |
| All | +90.7% | +4,010.9% | -3,920.2% | -11.0% |
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