-92.0%
OPEN vs MAS
+41.7%
-133.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.4% | -6.2% | -5.3% |
| 7D | -5.8% | +4.6% | -10.3% | -10.3% |
| 30D | -21.1% | +19.9% | -41.0% | -36.7% |
| 3M | -52.4% | +8.9% | -61.3% | -56.9% |
| 6M | -65.8% | +20.2% | -85.9% | -73.6% |
| YTD | -69.3% | +33.9% | -103.2% | -80.9% |
| 1Y | -75.2% | +34.7% | -109.9% | -84.9% |
| 3Y | -14.4% | +60.4% | -74.7% | -59.3% |
| 5Y | -92.0% | +43.5% | -135.4% | -95.6% |
| All | -92.0% | +41.7% | -133.7% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling