+2,423.9%
MUU vs OWL
-43.2%
+2,467.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.4% | -5.2% |
| 7D | +3.6% | -11.9% | +15.5% | +17.9% |
| 30D | +22.3% | -13.7% | +36.0% | +40.6% |
| 3M | -8.2% | +12.3% | -20.5% | -20.9% |
| 6M | +256.3% | +15.0% | +241.3% | +187.6% |
| YTD | +534.4% | -25.7% | +560.1% | +768.2% |
| 1Y | +2,163.5% | -39.5% | +2,203.0% | +3,849.1% |
| All | +2,423.9% | -43.2% | +2,467.1% | +5,273.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling