+141.1%
MSFT vs OWL
+22.7%
+118.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +1.1% |
| 7D | -3.5% | -11.9% | +8.4% | -0.4% |
| 30D | -2.1% | -13.7% | +11.6% | +1.4% |
| 3M | +24.2% | +12.3% | +11.9% | +20.4% |
| 6M | +21.9% | +15.0% | +6.8% | +16.6% |
| YTD | +2.5% | -25.7% | +28.2% | +8.6% |
| 1Y | -0.8% | -39.5% | +38.7% | +9.8% |
| 3Y | +50.8% | +0.9% | +49.9% | +42.3% |
| 5Y | +73.5% | -16.5% | +90.1% | +60.0% |
| All | +141.1% | +22.7% | +118.4% | +118.9% |
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