+61.8%
MSFT vs OWL
-24.6%
+86.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -3.8% | +7.3% | -11.1% | -6.1% |
| 3M | +6.4% | -16.8% | +23.2% | +11.6% |
| 6M | +28.8% | +4.0% | +24.8% | +26.0% |
| YTD | +8.8% | -29.0% | +37.8% | +17.7% |
| 1Y | +3.2% | -29.7% | +32.8% | +11.5% |
| 3Y | +44.8% | -13.5% | +58.3% | +37.8% |
| 5Y | +61.8% | -21.5% | +83.3% | +52.4% |
| All | +61.8% | -24.6% | +86.5% | +52.4% |
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