+160.4%
MS vs OWL
-13.7%
+174.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.6% | -4.9% | +3.4% | +0.5% |
| 30D | -3.8% | +7.8% | -11.6% | -6.9% |
| 3M | -14.6% | -12.7% | -1.9% | -10.5% |
| 6M | -5.1% | -2.8% | -2.3% | -5.5% |
| YTD | +4.5% | -30.1% | +34.6% | +19.0% |
| 1Y | +13.5% | -29.1% | +42.6% | +27.9% |
| 3Y | +160.4% | -12.3% | +172.7% | +154.5% |
| All | +160.4% | -13.7% | +174.1% | +154.5% |
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