-16.5%
OTIS vs MOH
-19.7%
+3.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.6% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | -6.0% | -0.9% | -5.1% | -6.0% |
| 3M | -0.9% | +5.7% | -6.6% | -1.5% |
| 6M | -17.3% | +39.1% | -56.4% | -19.9% |
| YTD | -19.6% | +17.7% | -37.2% | -21.3% |
| 1Y | -21.0% | +8.4% | -29.4% | -22.5% |
| 3Y | -12.1% | -36.6% | +24.5% | -10.5% |
| All | -16.5% | -19.7% | +3.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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