+2,396.1%
MUU vs OWL
-42.5%
+2,438.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -2.4% |
| 7D | -8.2% | -10.1% | +1.9% | +2.4% |
| 30D | +10.2% | -11.9% | +22.1% | +24.0% |
| 3M | -26.5% | +10.7% | -37.2% | -36.0% |
| 6M | +227.2% | +22.1% | +205.1% | +147.7% |
| YTD | +527.4% | -24.8% | +552.2% | +747.4% |
| 1Y | +1,843.7% | -39.2% | +1,882.9% | +3,281.6% |
| All | +2,396.1% | -42.5% | +2,438.6% | +5,144.7% |
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