+78.2%
MA vs OWL
+32.0%
+46.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.5% |
| 7D | -1.8% | -3.9% | +2.2% | -1.0% |
| 30D | +1.4% | -3.7% | +5.1% | +2.0% |
| 3M | +17.7% | +21.4% | -3.6% | +12.5% |
| 6M | +9.7% | +18.3% | -8.7% | +4.6% |
| YTD | +0.5% | -20.1% | +20.6% | +4.1% |
| 1Y | -2.1% | -32.8% | +30.7% | +4.7% |
| 3Y | +40.1% | +8.6% | +31.5% | +29.5% |
| 5Y | +67.5% | -4.5% | +72.0% | +50.7% |
| All | +78.2% | +32.0% | +46.2% | +55.0% |
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