-88.6%
OPEN vs MTSI
+636.0%
-724.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.6% | -7.9% | -8.6% |
| 7D | -31.0% | +29.1% | -60.1% | -41.3% |
| 30D | -41.5% | -20.4% | -21.1% | -36.9% |
| 3M | -64.6% | -20.9% | -43.7% | -62.9% |
| 6M | -73.8% | -32.3% | -41.5% | -71.4% |
| YTD | -78.8% | +43.5% | -122.3% | -87.2% |
| 1Y | -86.8% | +43.8% | -130.6% | -92.0% |
| 3Y | -40.6% | +218.8% | -259.4% | -83.2% |
| 5Y | -94.7% | +228.3% | -323.0% | -98.6% |
| All | -88.6% | +636.0% | -724.6% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling