-49.3%
MSTR vs OWL
-27.8%
-21.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | -10.7% | +1.1% | -11.8% | -11.2% |
| 30D | -21.6% | +10.0% | -31.6% | -26.6% |
| 3M | +24.4% | -8.7% | +33.0% | +31.4% |
| 6M | -35.5% | +3.1% | -38.6% | -37.4% |
| YTD | -20.3% | -25.6% | +5.3% | -6.0% |
| 1Y | -49.3% | -25.5% | -23.8% | -40.7% |
| All | -49.3% | -27.8% | -21.5% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling