-5.0%
MRSH vs OWL
+0.9%
-5.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -4.8% | -10.1% | +5.4% | -4.1% |
| 30D | -6.3% | -11.9% | +5.6% | -5.6% |
| 3M | +5.8% | +10.7% | -4.9% | +5.1% |
| 6M | +2.8% | +22.1% | -19.3% | +1.3% |
| YTD | -3.1% | -24.8% | +21.7% | -1.8% |
| 1Y | -11.3% | -39.2% | +27.9% | -9.0% |
| 3Y | -5.0% | +1.7% | -6.7% | -2.6% |
| All | -5.0% | +0.9% | -5.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling