+82.0%
MNST vs OWL
-15.1%
+97.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.0% | -10.1% | +9.2% | +0.2% |
| 30D | -5.6% | -11.9% | +6.3% | -4.3% |
| 3M | -5.7% | +10.7% | -16.4% | -7.1% |
| 6M | +12.0% | +22.1% | -10.2% | +8.6% |
| YTD | +13.2% | -24.8% | +38.0% | +16.5% |
| 1Y | +36.1% | -39.2% | +75.2% | +43.7% |
| 3Y | +52.9% | +1.7% | +51.1% | +40.6% |
| All | +82.0% | -15.1% | +97.1% | +62.6% |
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