+101.3%
MNST vs OWL
-27.6%
+129.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -3.4% | -4.9% | +1.5% | -2.9% |
| 30D | +6.6% | +7.8% | -1.2% | +5.6% |
| 3M | -2.9% | -12.7% | +9.8% | -1.6% |
| 6M | +18.4% | -2.8% | +21.3% | +18.2% |
| YTD | +19.3% | -30.1% | +49.3% | +23.6% |
| 1Y | +37.9% | -29.1% | +67.0% | +42.5% |
| 3Y | +62.9% | -12.3% | +75.2% | +53.3% |
| All | +101.3% | -27.6% | +129.0% | +92.8% |
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 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