-71.4%
OPEN vs MTSI
+59.5%
-130.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.0% | +14.8% | +13.9% |
| 7D | +3.7% | -10.7% | +14.3% | +5.1% |
| 30D | -14.3% | -29.0% | +14.7% | -10.4% |
| 3M | -51.9% | -14.7% | -37.2% | -51.8% |
| 6M | -61.4% | -20.1% | -41.3% | -62.2% |
| YTD | -66.0% | +36.1% | -102.1% | -74.0% |
| 1Y | -71.4% | +61.7% | -133.1% | -79.4% |
| All | -71.4% | +59.5% | -130.9% | -79.4% |
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