+106.0%
MA vs OWL
+20.1%
+85.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +1.8% | -1.2% | +3.0% | +2.0% |
| 30D | +11.8% | +7.6% | +4.2% | +10.0% |
| 3M | +17.2% | -10.7% | +27.8% | +19.4% |
| 6M | +33.4% | +0.9% | +32.5% | +31.9% |
| YTD | +16.1% | -27.3% | +43.4% | +22.3% |
| 1Y | +19.9% | -27.2% | +47.1% | +25.9% |
| 3Y | +70.1% | -11.4% | +81.5% | +64.7% |
| 5Y | +89.6% | -20.0% | +109.6% | +74.6% |
| All | +106.0% | +20.1% | +85.9% | +82.3% |
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