-88.6%
OPEN vs MOD
+2,022.0%
-2,110.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.4% |
| 7D | -31.0% | +16.1% | -47.1% | -33.9% |
| 30D | -41.5% | -38.5% | -3.0% | -34.8% |
| 3M | -64.6% | -46.8% | -17.8% | -59.2% |
| 6M | -73.8% | -61.6% | -12.2% | -67.6% |
| YTD | -78.8% | -20.5% | -58.3% | -79.4% |
| 1Y | -86.8% | -28.0% | -58.8% | -86.8% |
| 3Y | -40.6% | +134.9% | -175.6% | -63.0% |
| 5Y | -94.7% | +833.2% | -927.8% | -97.9% |
| All | -88.6% | +2,022.0% | -2,110.6% | -95.9% |
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