-87.0%
OPEN vs MSCI
+110.8%
-197.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -19.3% |
| 7D | -22.2% | +2.8% | -25.1% | -23.6% |
| 30D | -38.3% | +15.4% | -53.7% | -46.8% |
| 3M | -59.4% | +13.4% | -72.8% | -64.6% |
| 6M | -74.4% | +10.9% | -85.3% | -77.6% |
| YTD | -76.0% | +13.0% | -89.0% | -79.9% |
| 1Y | -78.7% | +12.0% | -90.7% | -82.1% |
| 3Y | -30.0% | +34.1% | -64.1% | -53.7% |
| 5Y | -93.7% | +3.9% | -97.6% | -94.8% |
| All | -87.0% | +110.8% | -197.9% | -92.1% |
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