-10.5%
OPEN vs MTSI
+153.8%
-164.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -18.4% | +8.8% | -3.4% |
| 7D | -5.8% | -24.6% | +18.8% | +3.1% |
| 30D | -21.1% | -45.7% | +24.6% | -4.4% |
| 3M | -52.4% | -27.7% | -24.6% | -49.7% |
| 6M | -65.8% | -37.3% | -28.5% | -63.1% |
| YTD | -69.3% | +11.1% | -80.4% | -76.4% |
| 1Y | -75.2% | +27.2% | -102.4% | -82.3% |
| All | -10.5% | +153.8% | -164.3% | -68.6% |
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