-16.9%
OWL vs MKSI
+84.1%
-101.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.5% |
| 7D | -10.1% | +2.7% | -12.8% | -11.0% |
| 30D | -11.9% | -12.8% | +0.9% | -7.9% |
| 3M | +10.7% | -22.5% | +33.2% | +17.3% |
| 6M | +22.1% | +19.4% | +2.7% | +6.9% |
| YTD | -24.8% | +67.7% | -92.5% | -43.6% |
| 1Y | -39.2% | +131.4% | -170.6% | -61.2% |
| 3Y | +1.7% | +197.3% | -195.6% | -47.8% |
| All | -16.9% | +84.1% | -101.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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