+309.3%
MSTR vs OWL
+17.3%
+292.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -3.5% |
| 7D | -11.5% | +0.8% | -12.3% | -12.2% |
| 30D | -24.8% | +7.3% | -32.2% | -29.0% |
| 3M | +20.6% | -16.8% | +37.5% | +35.7% |
| 6M | -38.0% | +4.0% | -42.0% | -40.8% |
| YTD | -24.7% | -29.0% | +4.3% | -7.1% |
| 1Y | -49.1% | -29.7% | -19.4% | -37.0% |
| 3Y | +124.7% | -13.5% | +138.2% | +139.7% |
| 5Y | +40.9% | -21.5% | +62.4% | +32.7% |
| All | +309.3% | +17.3% | +292.0% | +322.9% |
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