-70.8%
OPEN vs MAS
+68.0%
-138.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -1.4% |
| 7D | -4.3% | -0.8% | -3.5% | -3.4% |
| 30D | -16.2% | -5.6% | -10.7% | -10.5% |
| 3M | -36.4% | +4.4% | -40.8% | -40.9% |
| 6M | -35.5% | +7.2% | -42.7% | -44.2% |
| YTD | -46.0% | +16.1% | -62.1% | -58.7% |
| 1Y | -47.1% | +0.1% | -47.2% | -50.8% |
| 3Y | -19.0% | +28.3% | -47.3% | -43.3% |
| 5Y | -83.6% | +30.5% | -114.0% | -88.6% |
| All | -70.8% | +68.0% | -138.8% | -83.4% |
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