+156.5%
MTZ vs OWL
+17.1%
+139.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -1.6% | -2.2% | +0.7% | -0.8% |
| 30D | -11.1% | +3.7% | -14.8% | -12.8% |
| 3M | -36.7% | +17.5% | -54.2% | -41.3% |
| 6M | -21.9% | +18.5% | -40.5% | -28.6% |
| YTD | +9.1% | -16.3% | +25.4% | +16.4% |
| 1Y | +30.0% | -29.7% | +59.7% | +50.3% |
| All | +156.5% | +17.1% | +139.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling