-35.5%
OPEN vs MSTU
-37.9%
+2.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | -4.3% | +21.3% | -25.6% | -7.1% |
| 30D | -16.2% | +90.8% | -107.0% | -24.4% |
| 3M | -36.4% | -6.8% | -29.6% | -39.3% |
| 6M | -35.5% | -39.8% | +4.4% | -37.0% |
| All | -35.5% | -37.9% | +2.4% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling