+171.1%
MTZ vs OWL
+20.1%
+151.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.8% |
| 7D | -8.7% | -1.2% | -7.6% | -8.5% |
| 30D | -15.0% | +7.6% | -22.5% | -17.6% |
| 3M | -32.6% | -10.7% | -21.9% | -30.6% |
| 6M | -56.3% | +0.9% | -57.2% | -57.4% |
| YTD | -16.8% | -27.3% | +10.5% | -9.4% |
| 1Y | -10.0% | -27.2% | +17.1% | -2.3% |
| 3Y | +267.1% | -11.4% | +278.6% | +274.7% |
| 5Y | +89.9% | -20.0% | +109.8% | +82.9% |
| All | +171.1% | +20.1% | +151.0% | +158.6% |
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