-70.8%
OPEN vs MSI
+263.2%
-334.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -4.3% | -3.7% | -0.6% | -1.6% |
| 30D | -16.2% | +6.8% | -23.0% | -21.5% |
| 3M | -36.4% | +14.3% | -50.7% | -43.7% |
| 6M | -35.5% | -1.6% | -33.9% | -35.8% |
| YTD | -46.0% | +22.8% | -68.8% | -56.1% |
| 1Y | -47.1% | -1.1% | -46.0% | -47.8% |
| 3Y | -19.0% | +70.5% | -89.5% | -56.6% |
| 5Y | -83.6% | +102.8% | -186.4% | -92.9% |
| All | -70.8% | +263.2% | -334.0% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling