+106.0%
MA vs OWL
+22.8%
+83.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +11.8% | +10.0% | +1.8% | +9.5% |
| 3M | +17.2% | -8.7% | +25.8% | +18.9% |
| 6M | +33.4% | +3.1% | +30.2% | +31.3% |
| YTD | +16.1% | -25.6% | +41.8% | +21.8% |
| 1Y | +19.9% | -25.5% | +45.4% | +25.3% |
| 3Y | +70.1% | -9.4% | +79.5% | +63.9% |
| 5Y | +89.6% | -18.2% | +107.8% | +73.7% |
| All | +106.0% | +22.8% | +83.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling