-83.6%
OPEN vs MTB
+102.5%
-186.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.1% |
| 7D | +1.0% | +2.8% | -1.8% | -1.1% |
| 30D | -11.9% | -4.2% | -7.7% | -9.1% |
| 3M | -28.8% | +7.8% | -36.6% | -32.9% |
| 6M | -38.6% | +14.8% | -53.4% | -45.2% |
| YTD | -47.3% | +20.8% | -68.1% | -55.0% |
| 1Y | -49.2% | +23.1% | -72.3% | -57.3% |
| 3Y | -18.8% | +114.8% | -133.6% | -56.4% |
| 5Y | -83.6% | +103.3% | -186.9% | -89.6% |
| All | -83.6% | +102.5% | -186.1% | -89.6% |
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