-71.6%
OPEN vs MCO
+85.0%
-156.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | +0.7% |
| 7D | +1.0% | -2.7% | +3.7% | +4.4% |
| 30D | -11.9% | +0.9% | -12.9% | -13.3% |
| 3M | -28.8% | +8.7% | -37.4% | -36.6% |
| 6M | -38.6% | +2.4% | -41.0% | -41.3% |
| YTD | -47.3% | -5.2% | -42.2% | -45.6% |
| 1Y | -49.2% | -4.4% | -44.8% | -47.6% |
| 3Y | -18.8% | +45.1% | -63.9% | -55.8% |
| 5Y | -83.6% | +31.5% | -115.1% | -90.5% |
| All | -71.6% | +85.0% | -156.5% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling