-92.0%
OPEN vs MOD
+720.4%
-812.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.3% | -2.3% | -7.5% |
| 7D | -5.8% | -34.2% | +28.4% | +4.5% |
| 30D | -21.1% | -51.9% | +30.7% | -4.2% |
| 3M | -52.4% | -53.0% | +0.6% | -42.0% |
| 6M | -65.8% | -66.4% | +0.6% | -55.0% |
| YTD | -69.3% | -31.5% | -37.7% | -69.0% |
| 1Y | -75.2% | -39.6% | -35.7% | -74.2% |
| 3Y | -14.4% | +116.8% | -131.2% | -53.9% |
| 5Y | -92.0% | +713.8% | -805.8% | -98.0% |
| All | -92.0% | +720.4% | -812.4% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling