+28.5%
OWL vs MOD
+772.9%
-744.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.9% | -4.3% | +3.3% |
| 7D | -2.4% | -13.9% | +11.6% | +0.2% |
| 30D | +9.3% | -41.5% | +50.8% | +22.6% |
| 3M | -11.0% | -45.7% | +34.8% | +1.1% |
| 6M | +2.4% | -61.1% | +63.6% | +23.8% |
| YTD | -26.2% | -20.5% | -5.7% | -28.5% |
| 1Y | -27.4% | -32.1% | +4.7% | -27.3% |
| 3Y | -8.7% | +146.5% | -155.2% | -40.6% |
| 5Y | -19.3% | +812.7% | -832.0% | -64.8% |
| All | +28.5% | +772.9% | -744.4% | -41.5% |
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