-87.0%
OPEN vs MOD
+1,832.2%
-1,919.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +5.7% | -27.5% | -23.2% |
| 7D | -22.2% | -25.5% | +3.3% | -17.6% |
| 30D | -38.3% | -49.0% | +10.7% | -27.8% |
| 3M | -59.4% | -49.8% | -9.5% | -52.5% |
| 6M | -74.4% | -64.8% | -9.6% | -67.7% |
| YTD | -76.0% | -27.6% | -48.3% | -76.0% |
| 1Y | -78.7% | -35.2% | -43.5% | -78.1% |
| 3Y | -30.0% | +137.1% | -167.1% | -56.6% |
| 5Y | -93.7% | +760.3% | -854.0% | -97.5% |
| All | -87.0% | +1,832.2% | -1,919.2% | -95.2% |
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