-70.8%
OPEN vs MOD
+3,793.2%
-3,864.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.5% |
| 7D | -4.3% | +9.6% | -13.8% | -6.7% |
| 30D | -16.2% | 0.0% | -16.2% | -16.4% |
| 3M | -36.4% | -35.4% | -1.0% | -29.2% |
| 6M | -35.5% | -7.3% | -28.2% | -36.4% |
| YTD | -46.0% | +45.8% | -91.8% | -54.1% |
| 1Y | -47.1% | +43.1% | -90.3% | -55.6% |
| 3Y | -19.0% | +297.7% | -316.7% | -55.0% |
| 5Y | -83.6% | +1,478.8% | -1,562.3% | -94.3% |
| All | -70.8% | +3,793.2% | -3,864.0% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling