+95.2%
MNST vs OWL
+32.0%
+63.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.1% |
| 7D | -4.1% | -3.9% | -0.2% | -3.7% |
| 30D | -4.5% | -3.7% | -0.8% | -4.2% |
| 3M | -2.5% | +21.4% | -23.8% | -4.6% |
| 6M | +14.1% | +18.3% | -4.2% | +11.5% |
| YTD | +12.6% | -20.1% | +32.7% | +14.7% |
| 1Y | +36.9% | -32.8% | +69.7% | +41.9% |
| 3Y | +53.1% | +8.6% | +44.5% | +43.3% |
| 5Y | +78.2% | -4.5% | +82.7% | +62.8% |
| All | +95.2% | +32.0% | +63.2% | +71.3% |
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