+88.8%
OTIS vs MSI
+289.2%
-200.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -3.9% |
| 30D | +14.0% | +18.1% | -4.1% | +6.8% |
| 3M | +4.9% | +13.2% | -8.3% | -0.1% |
| 6M | +5.4% | +36.3% | -30.9% | -6.9% |
| YTD | -10.2% | +39.5% | -49.7% | -21.8% |
| 1Y | -13.4% | +36.9% | -50.3% | -24.1% |
| 3Y | -0.7% | +76.1% | -76.8% | -23.1% |
| 5Y | -2.1% | +123.7% | -125.8% | -32.6% |
| All | +88.8% | +289.2% | -200.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling