-93.6%
OPEN vs MSI
+118.7%
-212.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.5% | -21.3% | -21.4% |
| 7D | -22.2% | +4.7% | -26.9% | -25.3% |
| 30D | -38.3% | +14.8% | -53.1% | -45.1% |
| 3M | -59.4% | +8.8% | -68.2% | -62.4% |
| 6M | -74.4% | +19.3% | -93.7% | -78.5% |
| YTD | -76.0% | +35.3% | -111.3% | -82.5% |
| 1Y | -78.7% | +33.8% | -112.4% | -84.3% |
| 3Y | -30.0% | +74.4% | -104.4% | -66.6% |
| All | -93.6% | +118.7% | -212.4% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling