+30.9%
OWL vs MCO
+80.1%
-49.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.1% |
| 7D | -10.1% | -3.8% | -6.4% | -7.5% |
| 30D | -11.9% | -0.4% | -11.5% | -11.6% |
| 3M | +10.7% | +7.7% | +3.0% | +4.4% |
| 6M | +22.1% | +7.0% | +15.1% | +15.5% |
| YTD | -24.8% | -6.4% | -18.4% | -21.7% |
| 1Y | -39.2% | -7.6% | -31.6% | -36.5% |
| 3Y | +1.7% | +43.2% | -41.5% | -23.8% |
| 5Y | -15.5% | +29.6% | -45.1% | -40.6% |
| All | +30.9% | +80.1% | -49.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling