+74.8%
MTZ vs OWL
-27.6%
+102.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.8% |
| 7D | -6.4% | -4.9% | -1.5% | -4.8% |
| 30D | -22.1% | +7.8% | -29.9% | -25.1% |
| 3M | -32.7% | -12.7% | -20.0% | -29.8% |
| 6M | -59.8% | -2.8% | -57.0% | -60.4% |
| YTD | -19.9% | -30.1% | +10.2% | -10.1% |
| 1Y | -11.5% | -29.1% | +17.6% | -1.7% |
| 3Y | +258.1% | -12.3% | +270.4% | +257.9% |
| All | +74.8% | -27.6% | +102.4% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling