+91.2%
OTIS vs MSI
+287.0%
-195.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | +7.4% | -5.7% | -1.1% |
| 30D | +18.5% | +18.7% | -0.3% | +10.8% |
| 3M | +7.9% | +14.5% | -6.6% | +2.3% |
| 6M | +5.7% | +38.1% | -32.4% | -7.1% |
| YTD | -9.1% | +38.7% | -47.8% | -20.6% |
| 1Y | -11.6% | +35.4% | -47.0% | -22.1% |
| 3Y | +0.6% | +75.1% | -74.5% | -22.0% |
| 5Y | +1.8% | +126.4% | -124.5% | -30.2% |
| All | +91.2% | +287.0% | -195.8% | +7.8% |
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