+69.1%
OTIS vs MTB
+180.3%
-111.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -6.0% | -4.8% | -1.2% | -4.9% |
| 3M | -0.9% | +6.0% | -6.8% | -2.4% |
| 6M | -17.3% | +19.6% | -36.9% | -21.1% |
| YTD | -19.6% | +21.5% | -41.0% | -23.6% |
| 1Y | -21.0% | +24.7% | -45.7% | -25.6% |
| 3Y | -12.1% | +108.6% | -120.7% | -28.5% |
| 5Y | -17.1% | +106.7% | -123.8% | -33.4% |
| All | +69.1% | +180.3% | -111.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling