+228.8%
MU vs OWL
-29.0%
+257.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +1.5% | +11.3% | +12.3% |
| 30D | -14.9% | +13.4% | -28.3% | -18.1% |
| 3M | -18.0% | -21.2% | +3.2% | -11.4% |
| 6M | -3.1% | +4.0% | -7.1% | -5.0% |
| YTD | +172.9% | -29.0% | +201.9% | +217.7% |
| 1Y | +228.8% | -28.4% | +257.3% | +281.9% |
| All | +228.8% | -29.0% | +257.8% | +281.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling