-93.6%
OPEN vs MOS
-32.4%
-61.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.1% | -21.9% | -21.8% |
| 7D | -22.2% | +21.6% | -43.8% | -28.7% |
| 30D | -38.3% | +12.0% | -50.3% | -41.6% |
| 3M | -59.4% | -3.9% | -55.5% | -59.1% |
| 6M | -74.4% | -3.3% | -71.0% | -74.6% |
| YTD | -76.0% | -4.6% | -71.3% | -76.5% |
| 1Y | -78.7% | -7.0% | -71.7% | -79.1% |
| 3Y | -30.0% | -24.4% | -5.6% | -25.1% |
| All | -93.6% | -32.4% | -61.3% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling