+29.3%
OWL vs MKSI
+82.1%
-52.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.2% |
| 7D | -11.9% | +4.9% | -16.8% | -13.4% |
| 30D | -13.7% | -11.0% | -2.7% | -10.8% |
| 3M | +12.3% | -17.1% | +29.3% | +15.5% |
| 6M | +15.0% | +16.4% | -1.4% | +3.1% |
| YTD | -25.7% | +64.3% | -90.0% | -42.2% |
| 1Y | -39.5% | +137.7% | -177.2% | -59.9% |
| 3Y | +0.9% | +189.1% | -188.2% | -42.8% |
| 5Y | -16.5% | +83.1% | -99.7% | -47.9% |
| All | +29.3% | +82.1% | -52.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling