-92.0%
OPEN vs MOS
-31.6%
-60.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -11.0% |
| 7D | -5.8% | +22.5% | -28.3% | -13.9% |
| 30D | -21.1% | +6.6% | -27.8% | -23.7% |
| 3M | -52.4% | -3.8% | -48.6% | -52.1% |
| 6M | -65.8% | -2.2% | -63.6% | -66.2% |
| YTD | -69.3% | -4.8% | -64.5% | -70.0% |
| 1Y | -75.2% | -11.7% | -63.5% | -75.1% |
| 3Y | -14.4% | -26.5% | +12.2% | -7.3% |
| 5Y | -92.0% | -32.2% | -59.8% | -91.9% |
| All | -92.0% | -31.6% | -60.4% | -91.9% |
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