-20.0%
OWL vs MAS
+42.7%
-62.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | -1.2% | +3.6% | -4.7% | -3.2% |
| 30D | +7.6% | +23.8% | -16.2% | -5.1% |
| 3M | -10.7% | +14.4% | -25.1% | -17.4% |
| 6M | +0.9% | +19.7% | -18.9% | -10.5% |
| YTD | -27.3% | +36.0% | -63.2% | -41.7% |
| 1Y | -27.2% | +40.4% | -67.5% | -43.0% |
| 3Y | -11.4% | +58.9% | -70.4% | -39.8% |
| 5Y | -20.0% | +44.5% | -64.5% | -43.4% |
| All | -20.0% | +42.7% | -62.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling