-86.9%
OPEN vs MSI
+310.7%
-397.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.3% |
| 7D | -21.7% | +8.3% | -30.0% | -26.5% |
| 30D | -36.5% | +18.9% | -55.4% | -44.5% |
| 3M | -59.5% | +13.2% | -72.8% | -63.4% |
| 6M | -71.9% | +38.3% | -110.1% | -78.7% |
| YTD | -75.8% | +38.9% | -114.7% | -82.2% |
| 1Y | -78.5% | +36.7% | -115.2% | -84.0% |
| 3Y | -30.2% | +76.6% | -106.7% | -62.4% |
| 5Y | -93.3% | +124.5% | -217.8% | -97.3% |
| All | -86.9% | +310.7% | -397.7% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling