+157.9%
MTZ vs OWL
-0.3%
+158.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -1.6% | -2.2% | +0.7% | -0.7% |
| 30D | -11.1% | +3.7% | -14.8% | -12.8% |
| 3M | -36.7% | +17.5% | -54.2% | -41.5% |
| 6M | -21.9% | +18.5% | -40.5% | -29.1% |
| YTD | +9.1% | -16.3% | +25.4% | +14.7% |
| 1Y | +30.0% | -29.7% | +59.7% | +47.1% |
| 3Y | +138.5% | +14.2% | +124.3% | +114.6% |
| All | +157.9% | -0.3% | +158.2% | +128.6% |
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 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