-87.0%
OPEN vs MOS
+95.4%
-182.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.1% | -21.9% | -21.8% |
| 7D | -22.2% | +21.6% | -43.8% | -28.0% |
| 30D | -38.3% | +12.0% | -50.3% | -41.2% |
| 3M | -59.4% | -3.9% | -55.5% | -59.1% |
| 6M | -74.4% | -3.3% | -71.0% | -74.5% |
| YTD | -76.0% | -4.6% | -71.3% | -76.4% |
| 1Y | -78.7% | -7.0% | -71.7% | -79.0% |
| 3Y | -30.0% | -24.4% | -5.6% | -25.5% |
| 5Y | -93.7% | -32.1% | -61.6% | -93.1% |
| All | -87.0% | +95.4% | -182.4% | -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