-30.2%
OPEN vs MTSI
+211.6%
-241.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | -2.0% |
| 7D | -21.7% | +3.5% | -25.2% | -23.4% |
| 30D | -36.5% | -30.3% | -6.2% | -29.7% |
| 3M | -59.5% | -26.0% | -33.5% | -56.9% |
| 6M | -71.9% | -36.1% | -35.8% | -69.2% |
| YTD | -75.8% | +34.3% | -110.1% | -82.6% |
| 1Y | -78.5% | +35.3% | -113.8% | -84.5% |
| 3Y | -30.2% | +217.6% | -247.8% | -77.2% |
| All | -30.2% | +211.6% | -241.8% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling