+106.7%
MA vs OWL
+17.3%
+89.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +9.6% | +13.4% | -3.8% | +6.7% |
| 3M | +16.8% | -21.2% | +38.0% | +22.2% |
| 6M | +35.2% | +4.0% | +31.2% | +32.9% |
| YTD | +16.6% | -29.0% | +45.6% | +23.4% |
| 1Y | +19.8% | -28.4% | +48.2% | +26.2% |
| 3Y | +70.7% | -14.5% | +85.2% | +66.6% |
| 5Y | +87.4% | -21.5% | +108.9% | +73.3% |
| All | +106.7% | +17.3% | +89.4% | +83.8% |
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