+29.5%
MNST vs OWL
-27.8%
+57.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -3.9% | +1.1% | -5.0% | -3.9% |
| 30D | +3.9% | +10.0% | -6.1% | +3.8% |
| 3M | -0.8% | -8.7% | +7.8% | -1.0% |
| 6M | +5.1% | +3.1% | +1.9% | +5.2% |
| YTD | +18.3% | -25.6% | +43.9% | +16.0% |
| 1Y | +29.5% | -25.5% | +55.0% | +27.9% |
| All | +29.5% | -27.8% | +57.3% | +27.9% |
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