-83.9%
OPEN vs MOD
-33.2%
-50.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.8% |
| 7D | -31.1% | +8.2% | -39.3% | -31.6% |
| 30D | -34.7% | -38.2% | +3.5% | -29.7% |
| 3M | -61.9% | -46.2% | -15.7% | -57.9% |
| 6M | -71.9% | -62.5% | -9.3% | -67.3% |
| YTD | -76.6% | -20.1% | -56.5% | -78.1% |
| 1Y | -83.9% | -29.7% | -54.2% | -84.4% |
| All | -83.9% | -33.2% | -50.7% | -84.4% |
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