-70.8%
OPEN vs MTCH
-53.9%
-16.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.7% |
| 7D | -4.3% | +0.7% | -4.9% | -4.9% |
| 30D | -16.2% | +9.7% | -25.9% | -22.2% |
| 3M | -36.4% | +21.1% | -57.4% | -45.0% |
| 6M | -35.5% | +37.5% | -72.9% | -49.5% |
| YTD | -46.0% | +31.9% | -77.9% | -56.8% |
| 1Y | -47.1% | +14.6% | -61.7% | -52.9% |
| 3Y | -19.0% | -6.2% | -12.9% | -21.9% |
| 5Y | -83.6% | -70.6% | -13.0% | -66.2% |
| All | -70.8% | -53.9% | -16.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 all: compounded portfolio wealth divided by compounded MTCH 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…
all analysis · Full analysis span regression · 6 months rolling