+74.2%
OTIS vs MOD
+5,798.8%
-5,724.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.8% |
| 7D | -0.7% | +9.6% | -10.3% | -1.7% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +2.6% | -35.4% | +37.9% | +6.8% |
| 6M | -20.9% | -7.3% | -13.7% | -21.6% |
| YTD | -17.1% | +45.8% | -62.9% | -22.6% |
| 1Y | -15.9% | +43.1% | -59.0% | -22.0% |
| 3Y | -12.7% | +297.7% | -310.4% | -35.2% |
| 5Y | -15.7% | +1,478.8% | -1,494.5% | -52.0% |
| All | +74.2% | +5,798.8% | -5,724.5% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling