-16.8%
OPEN vs MOS
-29.5%
+12.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | -4.3% | +9.5% | -13.8% | -8.6% |
| 30D | -16.2% | +10.4% | -26.6% | -20.5% |
| 3M | -36.4% | +12.9% | -49.2% | -41.0% |
| 6M | -35.5% | +1.2% | -36.7% | -37.9% |
| YTD | -46.0% | +9.3% | -55.3% | -50.8% |
| 1Y | -47.1% | -18.0% | -29.2% | -42.3% |
| All | -16.8% | -29.5% | +12.7% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling