+15.9%
MS vs OWL
-28.3%
+44.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | -0.9% | +9.3% | -10.2% | -3.6% |
| 3M | -13.0% | -11.0% | -2.0% | -10.3% |
| 6M | -2.0% | +2.4% | -4.4% | -3.8% |
| YTD | +7.8% | -26.2% | +33.9% | +18.4% |
| All | +15.9% | -28.3% | +44.2% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling