+1,373.3%
MU vs OWL
+27.7%
+1,345.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +4.1% |
| 7D | +7.5% | -6.4% | +13.9% | +10.4% |
| 30D | +19.4% | -5.0% | +24.4% | +21.3% |
| 3M | +9.8% | +15.4% | -5.6% | +2.4% |
| 6M | +164.1% | +15.5% | +148.7% | +142.9% |
| YTD | +260.3% | -22.7% | +283.0% | +293.1% |
| 1Y | +661.2% | -34.1% | +695.2% | +781.5% |
| 3Y | +1,380.8% | +5.1% | +1,375.8% | +1,368.2% |
| 5Y | +1,346.4% | -11.5% | +1,357.8% | +1,300.2% |
| All | +1,373.3% | +27.7% | +1,345.5% | +1,272.7% |
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