+1,357.2%
MU vs OWL
+38.2%
+1,319.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +9.0% | -2.2% | +11.2% | +10.0% |
| 30D | +13.8% | +3.7% | +10.1% | +11.5% |
| 3M | +2.1% | +17.5% | -15.4% | -5.4% |
| 6M | +153.8% | +18.5% | +135.3% | +131.4% |
| YTD | +256.4% | -16.3% | +272.7% | +276.4% |
| 1Y | +719.8% | -29.7% | +749.5% | +824.8% |
| 3Y | +1,360.4% | +14.2% | +1,346.2% | +1,299.5% |
| 5Y | +1,312.4% | +2.5% | +1,309.9% | +1,219.3% |
| All | +1,357.2% | +38.2% | +1,319.0% | +1,214.4% |
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