-84.3%
OPEN vs MCO
+28.6%
-112.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -2.7% |
| 7D | -11.4% | -3.8% | -7.7% | -6.4% |
| 30D | -20.1% | -0.4% | -19.7% | -19.9% |
| 3M | -37.6% | +7.7% | -45.3% | -44.6% |
| 6M | -47.1% | +7.0% | -54.0% | -52.9% |
| YTD | -52.1% | -6.4% | -45.7% | -49.6% |
| 1Y | -73.5% | -7.6% | -65.8% | -71.7% |
| 3Y | -24.4% | +43.2% | -67.6% | -64.1% |
| All | -84.3% | +28.6% | -112.9% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling