+89.6%
OTIS vs MOD
+3,132.4%
-3,042.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.1% |
| 7D | -2.9% | +8.2% | -11.1% | -3.7% |
| 30D | +16.1% | -38.2% | +54.3% | +20.8% |
| 3M | +6.7% | -46.2% | +53.0% | +12.3% |
| 6M | +6.0% | -62.5% | +68.5% | +15.0% |
| YTD | -9.8% | -20.1% | +10.3% | -11.4% |
| 1Y | -12.3% | -29.7% | +17.3% | -13.0% |
| 3Y | -0.2% | +136.2% | -136.4% | -22.8% |
| 5Y | +1.0% | +820.4% | -819.4% | -40.0% |
| All | +89.6% | +3,132.4% | -3,042.8% | -9.3% |
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