-86.8%
OPEN vs MSTZ
-52.7%
-34.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +12.8% | -22.3% | -7.8% |
| 7D | -31.0% | +25.6% | -56.6% | -28.5% |
| 30D | -41.5% | +50.6% | -92.0% | -36.8% |
| 3M | -64.6% | -64.5% | -0.1% | -66.4% |
| 6M | -73.8% | -14.0% | -59.8% | -71.7% |
| YTD | -78.8% | -76.4% | -2.4% | -79.1% |
| 1Y | -86.8% | -56.2% | -30.6% | -82.8% |
| All | -86.8% | -52.7% | -34.1% | -82.8% |
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