-2.2%
MA vs OWL
-34.7%
+32.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -3.5% | -6.4% | +2.9% | -3.1% |
| 30D | +0.8% | -5.0% | +5.8% | +1.1% |
| 3M | +14.8% | +15.4% | -0.6% | +13.3% |
| 6M | +10.0% | +15.5% | -5.5% | +8.5% |
| YTD | -0.1% | -22.7% | +22.6% | +0.5% |
| 1Y | -2.2% | -34.1% | +31.8% | -2.8% |
| All | -2.2% | -34.7% | +32.5% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling