-47.1%
OPEN vs MTSI
+105.1%
-152.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | +0.1% |
| 7D | -4.3% | +1.4% | -5.6% | -4.5% |
| 30D | -16.2% | +2.1% | -18.3% | -17.2% |
| 3M | -36.4% | -29.7% | -6.6% | -33.4% |
| 6M | -35.5% | +12.5% | -48.0% | -40.2% |
| YTD | -46.0% | +57.0% | -103.0% | -54.3% |
| 1Y | -47.1% | +103.9% | -151.1% | -51.1% |
| All | -47.1% | +105.1% | -152.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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