-87.4%
OPEN vs MTSI
+648.3%
-735.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.3% | -6.1% | -1.3% |
| 7D | -31.1% | +7.2% | -38.2% | -35.4% |
| 30D | -34.7% | -18.4% | -16.2% | -30.6% |
| 3M | -61.9% | -16.7% | -45.2% | -61.4% |
| 6M | -71.9% | -31.7% | -40.1% | -69.5% |
| YTD | -76.6% | +45.9% | -122.5% | -86.0% |
| 1Y | -83.9% | +47.0% | -130.9% | -90.4% |
| 3Y | -34.4% | +224.1% | -258.4% | -81.6% |
| 5Y | -93.9% | +238.5% | -332.5% | -98.4% |
| All | -87.4% | +648.3% | -735.7% | -97.3% |
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