-87.4%
OPEN vs MOD
+2,033.4%
-2,120.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.3% |
| 7D | -31.1% | +8.2% | -39.3% | -32.7% |
| 30D | -34.7% | -38.2% | +3.5% | -27.4% |
| 3M | -61.9% | -46.2% | -15.7% | -56.2% |
| 6M | -71.9% | -62.5% | -9.3% | -65.0% |
| YTD | -76.6% | -20.1% | -56.5% | -77.2% |
| 1Y | -83.9% | -29.7% | -54.2% | -83.8% |
| 3Y | -34.4% | +136.2% | -170.6% | -59.1% |
| 5Y | -93.9% | +820.4% | -914.3% | -97.6% |
| All | -87.4% | +2,033.4% | -2,120.8% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling