-74.1%
OPEN vs MCO
+79.6%
-153.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.1% | -4.7% |
| 7D | -10.5% | -7.3% | -3.2% | -1.3% |
| 30D | -21.8% | -1.7% | -20.1% | -20.2% |
| 3M | -37.5% | +3.9% | -41.4% | -41.0% |
| 6M | -44.1% | +3.8% | -47.9% | -47.4% |
| YTD | -52.0% | -7.9% | -44.1% | -48.4% |
| 1Y | -52.2% | -6.8% | -45.4% | -49.0% |
| 3Y | -25.9% | +40.9% | -66.9% | -58.1% |
| 5Y | -85.1% | +27.5% | -112.6% | -91.0% |
| All | -74.1% | +79.6% | -153.7% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling