-83.4%
OPEN vs MOD
+1,727.8%
-1,811.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.3% | -2.3% | -7.7% |
| 7D | -5.8% | -34.2% | +28.4% | +3.5% |
| 30D | -21.1% | -51.9% | +30.7% | -5.9% |
| 3M | -52.4% | -53.0% | +0.6% | -43.1% |
| 6M | -65.8% | -66.4% | +0.6% | -56.1% |
| YTD | -69.3% | -31.5% | -37.7% | -68.8% |
| 1Y | -75.2% | -39.6% | -35.7% | -74.0% |
| 3Y | -14.4% | +116.8% | -131.2% | -45.4% |
| 5Y | -92.0% | +713.8% | -805.8% | -96.7% |
| All | -83.4% | +1,727.8% | -1,811.2% | -93.8% |
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