-87.4%
OPEN vs MOS
+99.2%
-186.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -31.1% | +5.5% | -36.5% | -32.6% |
| 30D | -34.7% | +21.0% | -55.6% | -39.6% |
| 3M | -61.9% | -0.5% | -61.4% | -62.2% |
| 6M | -71.9% | +6.6% | -78.4% | -73.2% |
| YTD | -76.6% | -2.8% | -73.8% | -77.2% |
| 1Y | -83.9% | -8.1% | -75.8% | -84.1% |
| 3Y | -34.4% | -25.6% | -8.8% | -29.8% |
| 5Y | -93.9% | -29.8% | -64.2% | -93.4% |
| All | -87.4% | +99.2% | -186.6% | -86.4% |
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