+32.0%
OWL vs MAS
+76.9%
-44.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | -0.1% |
| 7D | +10.1% | +14.2% | -4.0% | +2.3% |
| 30D | +18.7% | +26.8% | -8.1% | +4.1% |
| 3M | -6.2% | +13.1% | -19.3% | -12.4% |
| 6M | +9.8% | +27.9% | -18.1% | -5.2% |
| YTD | -24.2% | +38.7% | -62.8% | -38.7% |
| 1Y | -26.6% | +40.4% | -67.0% | -41.2% |
| 3Y | -6.4% | +66.1% | -72.5% | -34.7% |
| 5Y | -21.4% | +47.4% | -68.8% | -45.8% |
| All | +32.0% | +76.9% | -44.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling