-30.0%
OPEN vs MSI
+77.7%
-107.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.5% | -21.3% | -21.6% |
| 7D | -22.2% | +4.7% | -26.9% | -23.5% |
| 30D | -38.3% | +14.8% | -53.1% | -41.4% |
| 3M | -59.4% | +8.8% | -68.2% | -60.6% |
| 6M | -74.4% | +19.3% | -93.7% | -76.2% |
| YTD | -76.0% | +35.3% | -111.3% | -79.1% |
| 1Y | -78.7% | +33.8% | -112.4% | -81.3% |
| 3Y | -30.0% | +74.4% | -104.4% | -59.8% |
| All | -30.0% | +77.7% | -107.7% | -59.8% |
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