+102.7%
MO vs OWL
-15.1%
+117.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.3% |
| 7D | +0.1% | -10.1% | +10.3% | +0.2% |
| 30D | +7.1% | -11.9% | +19.1% | +7.2% |
| 3M | -2.0% | +10.7% | -12.7% | -2.0% |
| 6M | +7.3% | +22.1% | -14.8% | +7.0% |
| YTD | +23.5% | -24.8% | +48.3% | +24.3% |
| 1Y | +11.0% | -39.2% | +50.2% | +12.4% |
| 3Y | +95.0% | +1.7% | +93.2% | +88.1% |
| All | +102.7% | -15.1% | +117.8% | +87.4% |
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