-71.6%
OPEN vs MSI
+259.3%
-330.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -1.7% |
| 7D | +1.0% | -5.8% | +6.7% | +5.6% |
| 30D | -11.9% | -1.0% | -10.9% | -11.5% |
| 3M | -28.8% | +14.2% | -42.9% | -37.0% |
| 6M | -38.6% | +1.0% | -39.6% | -40.2% |
| YTD | -47.3% | +21.5% | -68.8% | -56.8% |
| 1Y | -49.2% | -2.1% | -47.0% | -49.4% |
| 3Y | -18.8% | +69.3% | -88.1% | -56.3% |
| 5Y | -83.6% | +99.3% | -182.9% | -92.9% |
| All | -71.6% | +259.3% | -330.8% | -90.1% |
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