-87.0%
OPEN vs MAS
+90.0%
-177.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.9% | -19.9% | -19.6% |
| 7D | -22.2% | +2.0% | -24.2% | -23.0% |
| 30D | -38.3% | +19.4% | -57.7% | -49.1% |
| 3M | -59.4% | +9.4% | -68.8% | -63.0% |
| 6M | -74.4% | +15.3% | -89.7% | -78.6% |
| YTD | -76.0% | +31.3% | -107.3% | -83.9% |
| 1Y | -78.7% | +34.9% | -113.5% | -86.3% |
| 3Y | -30.0% | +58.6% | -88.6% | -61.7% |
| 5Y | -93.7% | +40.7% | -134.4% | -96.1% |
| All | -87.0% | +90.0% | -177.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling