-86.9%
OPEN vs MOS
+99.0%
-185.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -21.7% | +19.7% | -41.3% | -27.0% |
| 30D | -36.5% | +21.5% | -58.0% | -41.3% |
| 3M | -59.5% | -0.4% | -59.1% | -59.9% |
| 6M | -71.9% | +4.5% | -76.4% | -72.9% |
| YTD | -75.8% | -2.9% | -72.9% | -76.4% |
| 1Y | -78.5% | -7.7% | -70.8% | -78.7% |
| 3Y | -30.2% | -25.6% | -4.5% | -25.3% |
| 5Y | -93.3% | -31.2% | -62.1% | -92.7% |
| All | -86.9% | +99.0% | -185.9% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling