+8.8%
OWL vs MAGS
+184.9%
-176.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +1.5% | +1.7% | -0.1% | +0.4% |
| 30D | +13.4% | -5.8% | +19.2% | +18.0% |
| 3M | -21.2% | +0.2% | -21.5% | -21.6% |
| 6M | +4.0% | -2.7% | +6.7% | +5.7% |
| YTD | -29.0% | +4.1% | -33.1% | -31.2% |
| 1Y | -28.4% | +7.5% | -35.9% | -32.2% |
| 3Y | -14.5% | +122.0% | -136.6% | -45.8% |
| All | +8.8% | +184.9% | -176.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling