+66.1%
OTIS vs MTCH
-13.5%
+79.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.2% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | -6.5% | +13.6% | -20.1% | -8.3% |
| 3M | -2.0% | +22.4% | -24.3% | -5.0% |
| 6M | -20.2% | +37.2% | -57.4% | -24.1% |
| YTD | -21.0% | +31.8% | -52.8% | -24.6% |
| 1Y | -20.9% | +12.9% | -33.8% | -22.8% |
| 3Y | -13.3% | -1.1% | -12.2% | -15.5% |
| 5Y | -18.5% | -73.5% | +55.0% | -10.2% |
| All | +66.1% | -13.5% | +79.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling