-47.1%
OPEN vs MOD
+45.0%
-92.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | 0.0% |
| 7D | -4.3% | +9.6% | -13.8% | -5.6% |
| 30D | -16.2% | 0.0% | -16.2% | -16.2% |
| 3M | -36.4% | -35.4% | -1.0% | -33.4% |
| 6M | -35.5% | -7.3% | -28.2% | -36.1% |
| YTD | -46.0% | +45.8% | -91.8% | -49.4% |
| 1Y | -47.1% | +43.1% | -90.3% | -34.3% |
| All | -47.1% | +45.0% | -92.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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