+0.1%
OWL vs MAS
+32.0%
-32.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.8% |
| 7D | -2.2% | -0.8% | -1.5% | -1.8% |
| 30D | +3.7% | -5.6% | +9.2% | +7.2% |
| 3M | +17.5% | +4.4% | +13.1% | +13.3% |
| 6M | +18.5% | +7.2% | +11.3% | +11.0% |
| YTD | -16.3% | +16.1% | -32.4% | -26.2% |
| 1Y | -29.7% | +0.1% | -29.8% | -32.0% |
| 3Y | +14.2% | +28.3% | -14.1% | -10.4% |
| All | +0.1% | +32.0% | -32.0% | -24.2% |
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