+388.4%
MSTR vs OWL
+32.0%
+356.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -1.3% |
| 7D | +9.3% | -3.9% | +13.3% | +12.7% |
| 30D | +36.5% | -3.7% | +40.2% | +39.9% |
| 3M | +7.3% | +21.4% | -14.1% | -6.9% |
| 6M | +2.2% | +18.3% | -16.1% | -11.0% |
| YTD | -10.2% | -20.1% | +10.0% | +3.3% |
| 1Y | -58.6% | -32.8% | -25.8% | -47.0% |
| 3Y | +283.2% | +8.6% | +274.6% | +251.3% |
| 5Y | +113.8% | -4.5% | +118.2% | +91.2% |
| All | +388.4% | +32.0% | +356.4% | +370.4% |
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 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