-70.8%
OPEN vs MSCI
+88.5%
-159.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 3M | -36.4% | -7.1% | -29.3% | -32.6% |
| 6M | -35.5% | +0.8% | -36.3% | -37.7% |
| YTD | -46.0% | +1.0% | -47.0% | -49.1% |
| 1Y | -47.1% | +4.3% | -51.5% | -52.4% |
| 3Y | -19.0% | +9.9% | -29.0% | -32.3% |
| 5Y | -83.6% | -6.8% | -76.8% | -84.6% |
| All | -70.8% | +88.5% | -159.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling