+889.2%
MU vs OWL
+15.5%
+873.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | -22.0% | -4.9% | -17.1% | -20.2% |
| 30D | -36.6% | +7.8% | -44.4% | -38.8% |
| 3M | -21.7% | -12.7% | -9.0% | -18.0% |
| 6M | +3.5% | -2.8% | +6.4% | +3.0% |
| YTD | +141.9% | -30.1% | +172.0% | +174.0% |
| 1Y | +189.8% | -29.1% | +218.9% | +225.1% |
| 3Y | +855.4% | -12.3% | +867.6% | +913.9% |
| 5Y | +869.2% | -27.5% | +896.7% | +880.1% |
| All | +889.2% | +15.5% | +873.7% | +856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling