+69.1%
OTIS vs MTCH
-12.4%
+81.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -3.0% | +1.3% | -4.2% | -3.1% |
| 30D | -6.0% | +15.9% | -21.9% | -8.1% |
| 3M | -0.9% | +23.3% | -24.1% | -4.1% |
| 6M | -17.3% | +40.1% | -57.5% | -21.7% |
| YTD | -19.6% | +33.6% | -53.2% | -23.4% |
| 1Y | -21.0% | +14.1% | -35.1% | -23.1% |
| 3Y | -12.1% | +1.4% | -13.5% | -14.6% |
| 5Y | -17.1% | -73.1% | +56.1% | -8.8% |
| All | +69.1% | -12.4% | +81.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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