-16.8%
OPEN vs MSI
+70.3%
-87.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -4.3% | -3.7% | -0.6% | -3.1% |
| 30D | -16.2% | +6.8% | -23.0% | -18.6% |
| 3M | -36.4% | +14.3% | -50.7% | -39.9% |
| 6M | -35.5% | -1.6% | -33.9% | -35.2% |
| YTD | -46.0% | +22.8% | -68.8% | -50.9% |
| 1Y | -47.1% | -1.1% | -46.0% | -46.4% |
| All | -16.8% | +70.3% | -87.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling