-72.2%
OPEN vs MTB
+167.6%
-239.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.4% |
| 30D | -13.8% | -4.6% | -9.2% | -11.9% |
| 3M | -30.9% | +6.3% | -37.1% | -32.9% |
| 6M | -40.9% | +15.6% | -56.5% | -45.0% |
| YTD | -48.5% | +20.6% | -69.1% | -53.1% |
| 1Y | -50.9% | +22.5% | -73.4% | -55.6% |
| 3Y | -20.6% | +114.4% | -135.1% | -42.8% |
| 5Y | -84.2% | +101.9% | -186.0% | -87.4% |
| All | -72.2% | +167.6% | -239.8% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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