-84.0%
OPEN vs MOD
+1,486.5%
-1,570.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.7% |
| 7D | -4.3% | +9.6% | -13.8% | -6.9% |
| 30D | -16.2% | 0.0% | -16.2% | -16.4% |
| 3M | -36.4% | -35.4% | -1.0% | -28.5% |
| 6M | -35.5% | -7.3% | -28.2% | -36.7% |
| YTD | -46.0% | +45.8% | -91.8% | -55.2% |
| 1Y | -47.1% | +43.1% | -90.3% | -56.7% |
| 3Y | -19.0% | +297.7% | -316.7% | -61.3% |
| All | -84.0% | +1,486.5% | -1,570.5% | -96.5% |
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