-70.8%
OPEN vs MTSI
+705.5%
-776.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | -1.5% |
| 7D | -4.3% | +1.4% | -5.6% | -5.1% |
| 30D | -16.2% | +2.1% | -18.3% | -20.1% |
| 3M | -36.4% | -29.7% | -6.6% | -24.7% |
| 6M | -35.5% | +12.5% | -48.0% | -47.3% |
| YTD | -46.0% | +57.0% | -103.0% | -66.5% |
| 1Y | -47.1% | +103.9% | -151.1% | -73.7% |
| 3Y | -19.0% | +223.6% | -242.6% | -74.9% |
| 5Y | -83.6% | +321.6% | -405.1% | -95.8% |
| All | -70.8% | +705.5% | -776.3% | -93.5% |
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