-83.6%
OPEN vs MOD
-35.8%
-47.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.8% |
| 7D | -24.7% | -17.8% | -6.9% | -23.4% |
| 30D | -41.0% | -43.2% | +2.2% | -35.8% |
| 3M | -62.4% | -46.0% | -16.3% | -58.7% |
| 6M | -73.9% | -62.2% | -11.6% | -70.0% |
| YTD | -77.5% | -22.8% | -54.7% | -78.5% |
| 1Y | -83.6% | -35.5% | -48.1% | -83.6% |
| All | -83.6% | -35.8% | -47.7% | -83.6% |
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