-92.0%
OPEN vs MTSI
+153.3%
-245.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -18.4% | +8.8% | +0.8% |
| 7D | -5.8% | -24.6% | +18.8% | +9.5% |
| 30D | -21.1% | -45.7% | +24.6% | +8.4% |
| 3M | -52.4% | -27.7% | -24.6% | -48.3% |
| 6M | -65.8% | -37.3% | -28.5% | -61.9% |
| YTD | -69.3% | +11.1% | -80.4% | -79.6% |
| 1Y | -75.2% | +27.2% | -102.4% | -85.4% |
| 3Y | -14.4% | +153.7% | -168.0% | -79.4% |
| 5Y | -92.0% | +159.0% | -251.0% | -98.2% |
| All | -92.0% | +153.3% | -245.3% | -98.2% |
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 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