-18.5%
OTIS vs MTB
+101.1%
-119.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -6.5% | -4.6% | -1.9% | -5.3% |
| 3M | -2.0% | +7.4% | -9.4% | -4.0% |
| 6M | -20.2% | +18.7% | -38.9% | -23.9% |
| YTD | -21.0% | +21.1% | -42.0% | -25.2% |
| 1Y | -20.9% | +24.1% | -44.9% | -25.6% |
| 3Y | -13.3% | +115.3% | -128.7% | -31.6% |
| 5Y | -18.5% | +106.0% | -124.6% | -36.2% |
| All | -18.5% | +101.1% | -119.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling