+92.7%
OTIS vs MOS
+273.4%
-180.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.5% |
| 7D | +0.5% | +19.7% | -19.1% | -2.1% |
| 30D | +19.4% | +21.5% | -2.1% | +16.0% |
| 3M | +7.1% | -0.4% | +7.5% | +6.7% |
| 6M | +6.6% | +4.5% | +2.0% | +5.1% |
| YTD | -8.3% | -2.9% | -5.4% | -9.4% |
| 1Y | -11.6% | -7.7% | -3.9% | -12.1% |
| 3Y | +3.1% | -25.6% | +28.8% | +3.6% |
| 5Y | +2.5% | -31.2% | +33.6% | -0.1% |
| All | +92.7% | +273.4% | -180.6% | +31.1% |
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