-29.9%
OWL vs MAS
+34.7%
-64.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | +7.8% | +19.8% | -12.0% | +1.2% |
| 3M | -12.7% | +9.8% | -22.5% | -15.6% |
| 6M | -2.8% | +15.8% | -18.6% | -8.0% |
| YTD | -30.1% | +31.8% | -61.9% | -35.4% |
| All | -29.9% | +34.7% | -64.7% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling