+29.2%
OWL vs MOD
+777.2%
-748.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.0% |
| 7D | -2.1% | +8.2% | -10.4% | -4.0% |
| 30D | +11.6% | -38.2% | +49.7% | +23.4% |
| 3M | -13.8% | -46.2% | +32.4% | -2.0% |
| 6M | +7.8% | -62.5% | +70.4% | +31.7% |
| YTD | -25.8% | -20.1% | -5.7% | -28.3% |
| 1Y | -26.5% | -29.7% | +3.2% | -27.1% |
| 3Y | -9.6% | +136.2% | -145.8% | -40.5% |
| 5Y | -20.8% | +820.4% | -841.2% | -65.5% |
| All | +29.2% | +777.2% | -748.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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