+72.3%
MSFT vs OWL
-6.9%
+79.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | -1.0% | -6.4% | +5.3% | +0.8% |
| 30D | -2.7% | -5.0% | +2.3% | -1.4% |
| 3M | +22.1% | +15.4% | +6.7% | +16.8% |
| 6M | +20.6% | +15.5% | +5.1% | +14.4% |
| YTD | +2.3% | -22.7% | +25.0% | +8.4% |
| 1Y | -0.5% | -34.1% | +33.5% | +9.4% |
| 3Y | +50.5% | +5.1% | +45.5% | +35.1% |
| 5Y | +72.3% | -11.5% | +83.8% | +50.2% |
| All | +72.3% | -6.9% | +79.2% | +50.2% |
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 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