+145.1%
MS vs OWL
-0.3%
+145.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.6% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | -0.3% | +3.7% | -3.9% | -2.0% |
| 3M | +0.3% | +17.5% | -17.2% | -6.9% |
| 6M | +31.3% | +18.5% | +12.8% | +20.3% |
| YTD | +24.7% | -16.3% | +41.0% | +31.3% |
| 1Y | +47.9% | -29.7% | +77.6% | +66.1% |
| 3Y | +178.3% | +14.2% | +164.2% | +151.9% |
| All | +145.1% | -0.3% | +145.4% | +114.6% |
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 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