-16.8%
OPEN vs MAS
+29.0%
-45.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -1.2% |
| 7D | -4.3% | -0.8% | -3.5% | -3.4% |
| 30D | -16.2% | -5.6% | -10.7% | -11.0% |
| 3M | -36.4% | +4.4% | -40.8% | -40.5% |
| 6M | -35.5% | +7.2% | -42.7% | -43.4% |
| YTD | -46.0% | +16.1% | -62.1% | -58.5% |
| 1Y | -47.1% | +0.1% | -47.2% | -49.8% |
| All | -16.8% | +29.0% | -45.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling