-93.3%
OPEN vs MTB
+67.9%
-161.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -1.2% |
| 7D | -21.7% | -0.8% | -20.9% | -20.8% |
| 30D | -36.5% | +2.4% | -38.9% | -37.3% |
| 3M | -59.5% | -10.5% | -49.0% | -55.5% |
| 6M | -71.9% | +6.4% | -78.3% | -73.2% |
| YTD | -75.8% | +12.8% | -88.6% | -78.2% |
| 1Y | -78.5% | +23.3% | -101.8% | -82.1% |
| 3Y | -30.2% | +108.2% | -138.4% | -63.2% |
| 5Y | -93.3% | +68.6% | -161.9% | -95.6% |
| All | -93.3% | +67.9% | -161.2% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling