+74.2%
OTIS vs MUB
+20.4%
+53.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | -0.9% | +0.1% | 0.0% |
| 30D | -2.0% | -1.4% | -0.6% | -0.7% |
| 3M | +2.6% | -2.2% | +4.7% | +4.6% |
| 6M | -20.9% | -1.9% | -19.0% | -19.5% |
| YTD | -17.1% | -0.8% | -16.3% | -16.4% |
| 1Y | -15.9% | +2.7% | -18.6% | -17.5% |
| 3Y | -12.7% | +8.6% | -21.3% | -17.9% |
| 5Y | -15.7% | +2.0% | -17.8% | -18.0% |
| All | +74.2% | +20.4% | +53.8% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling