-93.3%
OPEN vs MOD
+832.8%
-926.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | -2.0% |
| 7D | -21.7% | -13.9% | -7.7% | -20.0% |
| 30D | -36.5% | -41.5% | +5.0% | -27.4% |
| 3M | -59.5% | -45.7% | -13.8% | -53.0% |
| 6M | -71.9% | -61.1% | -10.7% | -64.6% |
| YTD | -75.8% | -20.5% | -55.3% | -76.7% |
| 1Y | -78.5% | -32.1% | -46.4% | -78.4% |
| 3Y | -30.2% | +146.5% | -176.7% | -64.0% |
| 5Y | -93.3% | +812.7% | -906.0% | -98.4% |
| All | -93.3% | +832.8% | -926.1% | -98.4% |
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 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