+22.6%
OWL vs MAS
+70.8%
-48.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.7% | -5.2% |
| 7D | -5.0% | +4.6% | -9.5% | -7.3% |
| 30D | +9.0% | +19.9% | -10.8% | -1.2% |
| 3M | -12.7% | +8.9% | -21.6% | -16.6% |
| 6M | -4.0% | +20.2% | -24.2% | -14.1% |
| YTD | -29.6% | +33.9% | -63.5% | -41.9% |
| 1Y | -31.9% | +34.7% | -66.6% | -44.1% |
| 3Y | -13.1% | +60.4% | -73.5% | -38.1% |
| 5Y | -27.0% | +43.5% | -70.5% | -48.6% |
| All | +22.6% | +70.8% | -48.2% | -14.9% |
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