-35.9%
OPEN vs MSTU
-90.1%
+54.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.2% |
| 7D | -21.7% | -9.3% | -12.4% | -20.9% |
| 30D | -36.5% | -38.3% | +1.8% | -33.8% |
| 3M | -59.5% | +24.0% | -83.6% | -61.1% |
| 6M | -71.9% | -72.1% | +0.2% | -70.1% |
| YTD | -75.8% | -70.2% | -5.6% | -75.4% |
| 1Y | -78.5% | -89.6% | +11.1% | -76.4% |
| All | -35.9% | -90.1% | +54.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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