-9.4%
OWL vs MAS
+59.6%
-69.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | +1.1% | +3.6% | -2.5% | -0.6% |
| 30D | +10.0% | +23.8% | -13.8% | -0.4% |
| 3M | -8.7% | +14.4% | -23.1% | -14.2% |
| 6M | +3.1% | +19.7% | -16.6% | -6.0% |
| YTD | -25.6% | +36.0% | -61.6% | -37.3% |
| 1Y | -25.5% | +40.4% | -65.9% | -38.4% |
| 3Y | -9.4% | +58.9% | -68.4% | -27.0% |
| All | -9.4% | +59.6% | -69.0% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling