-78.7%
OPEN vs MTSI
+38.8%
-117.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +10.8% | -32.6% | -23.0% |
| 7D | -22.2% | -10.0% | -12.2% | -20.8% |
| 30D | -38.3% | -37.2% | -1.1% | -33.5% |
| 3M | -59.4% | -30.1% | -29.3% | -57.4% |
| 6M | -74.4% | -31.9% | -42.5% | -74.1% |
| YTD | -76.0% | +23.2% | -99.2% | -84.0% |
| 1Y | -78.7% | +26.4% | -105.1% | -86.3% |
| All | -78.7% | +38.8% | -117.5% | -86.3% |
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 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