+66.1%
OTIS vs MSI
+239.5%
-173.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -5.0% | -1.8% | -3.3% | -4.4% |
| 30D | -6.5% | -0.6% | -5.8% | -6.3% |
| 3M | -2.0% | +13.0% | -15.0% | -6.7% |
| 6M | -20.2% | +0.5% | -20.7% | -20.8% |
| YTD | -21.0% | +21.7% | -42.7% | -27.4% |
| 1Y | -20.9% | -2.6% | -18.2% | -20.8% |
| 3Y | -13.3% | +69.7% | -83.0% | -32.3% |
| 5Y | -18.5% | +102.8% | -121.3% | -41.6% |
| All | +66.1% | +239.5% | -173.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling