+152.4%
MET vs OWL
+24.2%
+128.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | -0.5% | -10.1% | +9.6% | +2.3% |
| 30D | +0.5% | -11.9% | +12.4% | +3.7% |
| 3M | +11.6% | +10.7% | +0.9% | +7.8% |
| 6M | +40.8% | +22.1% | +18.7% | +31.2% |
| YTD | +25.7% | -24.8% | +50.5% | +33.5% |
| 1Y | +24.4% | -39.2% | +63.6% | +39.3% |
| 3Y | +67.5% | +1.7% | +65.7% | +63.5% |
| 5Y | +85.8% | -15.5% | +101.3% | +77.9% |
| All | +152.4% | +24.2% | +128.2% | +138.8% |
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