-70.8%
OPEN vs MOS
+124.0%
-194.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -4.3% | +9.5% | -13.8% | -7.7% |
| 30D | -16.2% | +10.4% | -26.6% | -19.6% |
| 3M | -36.4% | +12.9% | -49.2% | -40.1% |
| 6M | -35.5% | +1.2% | -36.7% | -37.3% |
| YTD | -46.0% | +9.3% | -55.3% | -49.3% |
| 1Y | -47.1% | -18.0% | -29.2% | -44.3% |
| 3Y | -19.0% | -29.0% | +10.0% | -12.1% |
| 5Y | -83.6% | -9.6% | -74.0% | -83.2% |
| All | -70.8% | +124.0% | -194.8% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling