-84.0%
OPEN vs MAS
+32.0%
-116.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -1.6% |
| 7D | -4.3% | -0.8% | -3.5% | -3.3% |
| 30D | -16.2% | -5.6% | -10.7% | -10.1% |
| 3M | -36.4% | +4.4% | -40.8% | -41.5% |
| 6M | -35.5% | +7.2% | -42.7% | -45.1% |
| YTD | -46.0% | +16.1% | -62.1% | -60.0% |
| 1Y | -47.1% | +0.1% | -47.2% | -51.4% |
| 3Y | -19.0% | +28.3% | -47.3% | -47.5% |
| All | -84.0% | +32.0% | -116.0% | -89.7% |
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