-12.1%
OTIS vs MTCH
-0.9%
-11.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.9% |
| 3M | -0.9% | +23.3% | -24.1% | -3.7% |
| 6M | -17.3% | +40.1% | -57.5% | -21.4% |
| YTD | -19.6% | +33.6% | -53.2% | -23.2% |
| 1Y | -21.0% | +14.1% | -35.1% | -22.9% |
| 3Y | -12.1% | +1.4% | -13.5% | -13.4% |
| All | -12.1% | -0.9% | -11.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling