-83.4%
OPEN vs MOS
+95.1%
-178.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -10.9% |
| 7D | -5.8% | +22.5% | -28.3% | -13.0% |
| 30D | -21.1% | +6.6% | -27.8% | -23.4% |
| 3M | -52.4% | -3.8% | -48.6% | -52.2% |
| 6M | -65.8% | -2.2% | -63.6% | -66.2% |
| YTD | -69.3% | -4.8% | -64.5% | -69.8% |
| 1Y | -75.2% | -11.7% | -63.5% | -75.0% |
| 3Y | -14.4% | -26.5% | +12.2% | -7.9% |
| 5Y | -92.0% | -32.2% | -59.8% | -91.2% |
| All | -83.4% | +95.1% | -178.6% | -82.0% |
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 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