+1,015.9%
MU vs OWL
+17.3%
+998.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +1.5% | +11.3% | +12.1% |
| 30D | -14.9% | +13.4% | -28.3% | -19.6% |
| 3M | -18.0% | -21.2% | +3.2% | -10.2% |
| 6M | -3.1% | +4.0% | -7.1% | -6.3% |
| YTD | +172.9% | -29.0% | +201.9% | +207.1% |
| 1Y | +228.8% | -28.4% | +257.3% | +267.9% |
| 3Y | +950.8% | -14.5% | +965.4% | +1,023.8% |
| 5Y | +931.3% | -21.5% | +952.7% | +932.6% |
| All | +1,015.9% | +17.3% | +998.6% | +972.5% |
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 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