+98.2%
MNST vs OWL
+38.2%
+60.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -6.5% | -2.2% | -4.2% | -6.3% |
| 30D | -7.2% | +3.7% | -10.9% | -7.6% |
| 3M | -1.0% | +17.5% | -18.5% | -2.9% |
| 6M | +11.5% | +18.5% | -7.1% | +9.0% |
| YTD | +14.3% | -16.3% | +30.6% | +15.9% |
| 1Y | +38.1% | -29.7% | +67.8% | +42.5% |
| 3Y | +55.0% | +14.2% | +40.8% | +44.3% |
| 5Y | +79.6% | +2.5% | +77.1% | +63.2% |
| All | +98.2% | +38.2% | +60.0% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling