+0.1%
OTIS vs MOS
-33.6%
+33.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -1.8% | -2.0% | +0.1% | -1.6% |
| 30D | +12.1% | +15.3% | -3.2% | +10.1% |
| 3M | +6.8% | +1.5% | +5.3% | +6.2% |
| 6M | +7.1% | -2.0% | +9.1% | +6.6% |
| YTD | -9.8% | -6.5% | -3.3% | -10.4% |
| 1Y | -12.6% | -11.1% | -1.5% | -12.7% |
| 3Y | +0.1% | -30.3% | +30.3% | +0.8% |
| All | +0.1% | -33.6% | +33.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling