-93.3%
OPEN vs MTSI
+208.2%
-301.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | -4.2% |
| 7D | -21.7% | +3.5% | -25.2% | -25.5% |
| 30D | -36.5% | -30.3% | -6.2% | -25.8% |
| 3M | -59.5% | -26.0% | -33.5% | -56.0% |
| 6M | -71.9% | -36.1% | -35.8% | -68.3% |
| YTD | -75.8% | +34.3% | -110.1% | -85.9% |
| 1Y | -78.5% | +35.3% | -113.8% | -87.4% |
| 3Y | -30.2% | +217.6% | -247.8% | -85.9% |
| 5Y | -93.3% | +210.1% | -303.4% | -98.7% |
| All | -93.3% | +208.2% | -301.5% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling