+22.8%
MET vs OWL
-29.1%
+52.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.6% |
| 30D | +1.4% | +3.7% | -2.3% | +0.5% |
| 3M | +17.7% | +17.5% | +0.2% | +13.4% |
| 6M | +35.0% | +18.5% | +16.5% | +29.5% |
| YTD | +26.3% | -16.3% | +42.6% | +30.4% |
| 1Y | +22.8% | -29.7% | +52.5% | +28.0% |
| All | +22.8% | -29.1% | +52.0% | +28.0% |
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 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