+0.6%
OTIS vs MOS
-28.2%
+28.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | +12.8% | +15.3% | -2.5% | +11.0% |
| 3M | +7.4% | +1.5% | +5.9% | +6.8% |
| 6M | +7.7% | -2.0% | +9.7% | +7.2% |
| YTD | -9.3% | -6.5% | -2.7% | -10.1% |
| 1Y | -12.1% | -11.1% | -1.0% | -12.5% |
| 3Y | +0.6% | -30.3% | +30.9% | -0.2% |
| All | +0.6% | -28.2% | +28.8% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling