+73.1%
OPEN vs MAGS
+188.2%
-115.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +2.3% |
| 7D | -4.3% | +0.5% | -4.8% | -4.9% |
| 30D | -16.2% | +1.5% | -17.7% | -17.5% |
| 3M | -36.4% | +0.5% | -36.8% | -36.0% |
| 6M | -35.5% | +11.6% | -47.0% | -42.1% |
| YTD | -46.0% | +5.3% | -51.2% | -48.4% |
| 1Y | -47.1% | +14.9% | -62.0% | -53.2% |
| 3Y | -19.0% | +128.9% | -147.9% | -71.6% |
| All | +73.1% | +188.2% | -115.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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