-2.1%
OTIS vs MOD
+815.4%
-817.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -3.0% | +16.1% | -19.1% | -4.1% |
| 30D | +14.0% | -38.5% | +52.5% | +17.9% |
| 3M | +4.9% | -46.8% | +51.7% | +9.6% |
| 6M | +5.4% | -61.6% | +67.0% | +12.7% |
| YTD | -10.2% | -20.5% | +10.3% | -11.9% |
| 1Y | -13.4% | -28.0% | +14.6% | -14.5% |
| 3Y | -0.7% | +134.9% | -135.6% | -25.1% |
| 5Y | -2.1% | +833.2% | -835.3% | -45.2% |
| All | -2.1% | +815.4% | -817.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling