-91.7%
OPEN vs MAS
+48.4%
-140.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +5.6% | +8.1% | +6.8% |
| 7D | +3.7% | +14.2% | -10.5% | -12.1% |
| 30D | -14.3% | +26.8% | -41.1% | -36.1% |
| 3M | -51.9% | +13.1% | -65.1% | -58.7% |
| 6M | -61.4% | +27.9% | -89.3% | -72.6% |
| YTD | -66.0% | +38.7% | -104.7% | -79.9% |
| 1Y | -71.4% | +40.4% | -111.8% | -83.5% |
| 3Y | -5.3% | +66.1% | -71.4% | -57.1% |
| 5Y | -91.7% | +47.4% | -139.2% | -95.7% |
| All | -91.7% | +48.4% | -140.2% | -95.7% |
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