-84.0%
OPEN vs MSCI
-6.7%
-77.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.0% |
| 7D | -4.3% | +0.4% | -4.6% | -4.7% |
| 30D | -16.2% | +0.6% | -16.8% | -17.1% |
| 3M | -36.4% | -7.1% | -29.3% | -32.3% |
| 6M | -35.5% | +0.8% | -36.3% | -38.2% |
| YTD | -46.0% | +1.0% | -47.0% | -49.7% |
| 1Y | -47.1% | +4.3% | -51.5% | -53.4% |
| 3Y | -19.0% | +9.9% | -29.0% | -35.7% |
| All | -84.0% | -6.7% | -77.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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