+7.7%
OTIS vs MUB
-1.4%
+9.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.7% |
| 7D | -1.3% | -1.3% | 0.0% | +1.1% |
| 30D | +12.8% | +2.2% | +10.6% | +8.3% |
| 3M | +7.4% | -1.6% | +9.0% | +14.1% |
| 6M | +7.7% | -1.3% | +9.0% | +14.1% |
| All | +7.7% | -1.4% | +9.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 6mo: compounded portfolio wealth divided by compounded MUB 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…
6mo analysis · Full analysis span regression · 6 months rolling