-47.1%
OPEN vs MSTZ
-29.5%
-17.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.9% |
| 7D | -4.3% | -29.7% | +25.5% | -7.1% |
| 30D | -16.2% | -65.3% | +49.1% | -24.1% |
| 3M | -36.4% | -57.3% | +21.0% | -39.2% |
| 6M | -35.5% | -61.6% | +26.2% | -38.1% |
| YTD | -46.0% | -78.3% | +32.3% | -48.5% |
| 1Y | -47.1% | -30.2% | -16.9% | -34.2% |
| All | -47.1% | -29.5% | -17.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling