+71.4%
OTIS vs MOS
+331.4%
-259.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -0.8% | +7.1% | -7.8% | -1.7% |
| 30D | -4.7% | +15.0% | -19.8% | -6.7% |
| 3M | +1.2% | +24.1% | -22.9% | -2.2% |
| 6M | -20.5% | +2.7% | -23.2% | -21.6% |
| YTD | -18.4% | +12.2% | -30.6% | -20.8% |
| 1Y | -18.1% | -16.3% | -1.8% | -17.2% |
| 3Y | -10.6% | -23.3% | +12.7% | -10.2% |
| 5Y | -16.1% | -4.2% | -11.9% | -22.6% |
| All | +71.4% | +331.4% | -259.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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