-21.3%
OTIS vs MSTU
-85.2%
+63.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | -0.7% | +21.3% | -22.1% | -1.1% |
| 30D | -2.0% | +90.8% | -92.8% | -3.2% |
| 3M | +2.6% | -6.8% | +9.3% | +2.2% |
| 6M | -20.9% | -39.8% | +18.9% | -21.0% |
| YTD | -17.1% | -55.7% | +38.6% | -17.0% |
| 1Y | -15.9% | -92.7% | +76.8% | -12.3% |
| All | -21.3% | -85.2% | +63.9% | -25.2% |
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