+74.2%
OTIS vs MOS
+320.3%
-246.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -0.7% | +9.5% | -10.3% | -2.0% |
| 30D | -2.0% | +10.4% | -12.4% | -3.5% |
| 3M | +2.6% | +12.9% | -10.3% | +0.4% |
| 6M | -20.9% | +1.2% | -22.2% | -21.8% |
| YTD | -17.1% | +9.3% | -26.4% | -19.2% |
| 1Y | -15.9% | -18.0% | +2.1% | -14.7% |
| 3Y | -12.7% | -29.0% | +16.3% | -11.3% |
| 5Y | -15.7% | -9.6% | -6.1% | -21.5% |
| All | +74.2% | +320.3% | -246.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling