+410.9%
MSTR vs OWL
+38.2%
+372.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +12.2% | -2.2% | +14.4% | +14.3% |
| 30D | +45.2% | +3.7% | +41.5% | +41.4% |
| 3M | +10.4% | +17.5% | -7.1% | -2.2% |
| 6M | -2.5% | +18.5% | -21.0% | -15.2% |
| YTD | -6.0% | -16.3% | +10.3% | +4.6% |
| 1Y | -56.4% | -29.7% | -26.7% | -46.0% |
| 3Y | +306.3% | +14.2% | +292.1% | +259.6% |
| 5Y | +100.5% | +2.5% | +98.0% | +74.6% |
| All | +410.9% | +38.2% | +372.7% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling