+847.8%
MU vs OWL
-27.6%
+875.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | -22.0% | -4.9% | -17.1% | -19.9% |
| 30D | -36.6% | +7.8% | -44.4% | -39.2% |
| 3M | -21.7% | -12.7% | -9.0% | -17.5% |
| 6M | +3.5% | -2.8% | +6.4% | +2.7% |
| YTD | +141.9% | -30.1% | +172.0% | +180.5% |
| 1Y | +189.8% | -29.1% | +218.9% | +231.9% |
| 3Y | +855.4% | -12.3% | +867.6% | +891.4% |
| All | +847.8% | -27.6% | +875.5% | +795.8% |
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