+453.5%
MS vs OPEN
-70.7%
+524.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +1.4% | -4.3% | +5.6% | +1.7% |
| 30D | -0.3% | -16.2% | +16.0% | +0.9% |
| 3M | +0.3% | -36.4% | +36.7% | +3.1% |
| 6M | +31.3% | -35.5% | +66.8% | +34.4% |
| YTD | +24.7% | -46.0% | +70.6% | +28.7% |
| 1Y | +47.9% | -47.1% | +95.1% | +48.8% |
| 3Y | +178.3% | -19.0% | +197.4% | +149.3% |
| 5Y | +144.9% | -83.6% | +228.5% | +119.9% |
| All | +453.5% | -70.7% | +524.2% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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