-73.4%
OPEN vs MCO
-7.2%
-66.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.1% | -5.6% |
| 7D | -10.5% | -7.3% | -3.2% | -5.5% |
| 30D | -21.8% | -1.7% | -20.1% | -20.8% |
| 3M | -37.5% | +3.9% | -41.4% | -39.1% |
| 6M | -44.1% | +3.8% | -47.9% | -45.5% |
| YTD | -52.0% | -7.9% | -44.1% | -51.5% |
| All | -73.4% | -7.2% | -66.2% | -73.5% |
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