+183.4%
MTZ vs OWL
+22.0%
+161.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.6% | +3.0% | +6.6% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | -11.1% | +9.3% | -20.4% | -14.4% |
| 3M | -30.6% | -11.0% | -19.7% | -28.5% |
| 6M | -54.4% | +2.4% | -56.8% | -55.7% |
| YTD | -13.0% | -26.2% | +13.1% | -5.8% |
| 1Y | -5.7% | -27.4% | +21.8% | +2.6% |
| 3Y | +297.2% | -8.7% | +305.9% | +301.2% |
| 5Y | +95.9% | -19.3% | +115.2% | +87.7% |
| All | +183.4% | +22.0% | +161.4% | +168.8% |
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