+30.9%
OWL vs MGY
+292.4%
-261.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | +3.5% | -13.7% | -11.0% |
| 30D | -11.9% | +5.3% | -17.2% | -13.4% |
| 3M | +10.7% | +2.6% | +8.1% | +9.0% |
| 6M | +22.1% | -3.3% | +25.4% | +21.5% |
| YTD | -24.8% | +29.2% | -54.0% | -32.0% |
| 1Y | -39.2% | +18.0% | -57.2% | -43.5% |
| 3Y | +1.7% | +30.0% | -28.3% | -8.2% |
| 5Y | -15.5% | +92.7% | -108.2% | -27.2% |
| All | +30.9% | +292.4% | -261.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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