-94.5%
OPEN vs MOD
+828.3%
-922.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.4% |
| 7D | -31.0% | +16.1% | -47.1% | -34.2% |
| 30D | -41.5% | -38.5% | -3.0% | -34.1% |
| 3M | -64.6% | -46.8% | -17.8% | -58.6% |
| 6M | -73.8% | -61.6% | -12.2% | -66.9% |
| YTD | -78.8% | -20.5% | -58.3% | -79.6% |
| 1Y | -86.8% | -28.0% | -58.8% | -87.0% |
| 3Y | -40.6% | +134.9% | -175.6% | -68.8% |
| All | -94.5% | +828.3% | -922.8% | -98.7% |
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