-13.8%
OTIS vs MSTU
-92.2%
+78.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.1% | +1.1% |
| 7D | -1.3% | -25.8% | +24.5% | -0.9% |
| 30D | +12.8% | -43.9% | +56.6% | +13.4% |
| 3M | +7.4% | +2.9% | +4.5% | +6.6% |
| 6M | +7.7% | -75.5% | +83.2% | +9.1% |
| YTD | -9.3% | -76.7% | +67.5% | -8.7% |
| 1Y | -12.1% | -88.9% | +76.8% | -10.1% |
| All | -13.8% | -92.2% | +78.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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