+71.4%
OTIS vs MTB
+178.7%
-107.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.8% | +2.8% | -3.5% | -1.5% |
| 30D | -4.7% | -4.2% | -0.6% | -3.7% |
| 3M | +1.2% | +7.8% | -6.6% | -0.8% |
| 6M | -20.5% | +14.8% | -35.3% | -23.3% |
| YTD | -18.4% | +20.8% | -39.2% | -22.4% |
| 1Y | -18.1% | +23.1% | -41.2% | -22.6% |
| 3Y | -10.6% | +114.8% | -125.4% | -27.8% |
| 5Y | -16.1% | +103.3% | -119.4% | -32.3% |
| All | +71.4% | +178.7% | -107.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling