+269.0%
MTZ vs OWL
+32.0%
+237.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +5.4% |
| 7D | +3.6% | -3.9% | +7.5% | +4.9% |
| 30D | -9.6% | -3.7% | -6.0% | -8.9% |
| 3M | -31.9% | +21.4% | -53.3% | -37.3% |
| 6M | -13.8% | +18.3% | -32.2% | -20.8% |
| YTD | +13.3% | -20.1% | +33.4% | +19.9% |
| 1Y | +39.3% | -32.8% | +72.1% | +56.8% |
| 3Y | +168.3% | +8.6% | +159.8% | +156.3% |
| 5Y | +166.4% | -4.5% | +170.9% | +148.5% |
| All | +269.0% | +32.0% | +237.1% | +242.1% |
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