+21.7%
OWL vs MAS
+67.5%
-45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | -4.9% | +2.0% | -6.9% | -5.9% |
| 30D | +7.8% | +19.4% | -11.6% | -2.1% |
| 3M | -12.7% | +9.4% | -22.1% | -16.7% |
| 6M | -2.8% | +15.3% | -18.1% | -11.0% |
| YTD | -30.1% | +31.3% | -61.4% | -41.7% |
| 1Y | -29.1% | +34.9% | -63.9% | -41.9% |
| 3Y | -12.3% | +58.6% | -70.9% | -37.1% |
| 5Y | -27.5% | +40.7% | -68.2% | -48.4% |
| All | +21.7% | +67.5% | -45.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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