-71.4%
OPEN vs MCO
+9.9%
-81.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +4.9% | +8.9% | +10.0% |
| 7D | +3.7% | +10.7% | -7.0% | -3.6% |
| 30D | -14.3% | +17.9% | -32.2% | -23.6% |
| 3M | -51.9% | +9.5% | -61.4% | -54.9% |
| 6M | -61.4% | +18.1% | -79.5% | -65.4% |
| YTD | -66.0% | +4.1% | -70.2% | -69.8% |
| 1Y | -71.4% | +9.3% | -80.7% | -75.3% |
| All | -71.4% | +9.9% | -81.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling