+153.1%
MAR vs OWL
-15.5%
+168.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | +0.5% |
| 7D | -2.1% | -11.9% | +9.8% | +1.8% |
| 30D | -5.7% | -13.7% | +8.1% | -1.5% |
| 3M | -14.6% | +12.3% | -26.9% | -18.8% |
| 6M | +1.3% | +15.0% | -13.7% | -5.5% |
| YTD | +6.7% | -25.7% | +32.4% | +15.2% |
| 1Y | +26.4% | -39.5% | +65.9% | +45.7% |
| 3Y | +64.7% | +0.9% | +63.8% | +51.4% |
| 5Y | +153.1% | -16.5% | +169.6% | +133.6% |
| All | +153.1% | -15.5% | +168.6% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling