+0.5%
OWL vs MAGS
+126.1%
-125.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | -11.9% | -1.8% | -10.1% | -10.7% |
| 30D | -13.7% | +1.1% | -14.8% | -14.3% |
| 3M | +12.3% | +7.7% | +4.5% | +6.3% |
| 6M | +15.0% | +11.7% | +3.3% | +5.9% |
| YTD | -25.7% | +4.9% | -30.6% | -28.3% |
| 1Y | -39.5% | +14.3% | -53.8% | -45.2% |
| All | +0.5% | +126.1% | -125.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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