+316.7%
MS vs OWL
+32.0%
+284.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.9% |
| 7D | +2.5% | -3.9% | +6.4% | +3.9% |
| 30D | 0.0% | -3.7% | +3.6% | +0.9% |
| 3M | +2.4% | +21.4% | -18.9% | -4.9% |
| 6M | +36.4% | +18.3% | +18.0% | +26.6% |
| YTD | +23.8% | -20.1% | +43.9% | +31.3% |
| 1Y | +48.6% | -32.8% | +81.4% | +66.2% |
| 3Y | +179.1% | +8.6% | +170.6% | +167.7% |
| 5Y | +144.8% | -4.5% | +149.3% | +130.2% |
| All | +316.7% | +32.0% | +284.7% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling