-86.1%
OPEN vs MTSI
+35.9%
-122.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +1.9% | -3.0% |
| 7D | -15.0% | +10.0% | -25.0% | -15.7% |
| 30D | -40.2% | -20.3% | -19.9% | -38.3% |
| 3M | -67.4% | -24.4% | -43.0% | -66.2% |
| 6M | -74.0% | -39.2% | -34.8% | -72.3% |
| YTD | -79.6% | +35.5% | -115.1% | -85.7% |
| 1Y | -86.1% | +43.0% | -129.1% | -91.0% |
| All | -86.1% | +35.9% | -122.0% | -91.0% |
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