-94.7%
OPEN vs MTSI
+206.4%
-301.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +1.9% | -0.7% |
| 7D | -15.0% | +10.0% | -25.0% | -19.5% |
| 30D | -40.2% | -20.3% | -19.9% | -35.7% |
| 3M | -67.4% | -24.4% | -43.0% | -65.0% |
| 6M | -74.0% | -39.2% | -34.8% | -69.5% |
| YTD | -79.6% | +35.5% | -115.1% | -88.1% |
| 1Y | -86.1% | +43.0% | -129.1% | -92.2% |
| 3Y | -41.4% | +196.3% | -237.6% | -86.8% |
| All | -94.7% | +206.4% | -301.1% | -99.0% |
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 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