-20.8%
OWL vs MOD
+818.0%
-838.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.1% |
| 7D | -2.1% | +8.2% | -10.4% | -4.1% |
| 30D | +11.6% | -38.2% | +49.7% | +24.1% |
| 3M | -13.8% | -46.2% | +32.4% | -1.4% |
| 6M | +7.8% | -62.5% | +70.4% | +33.1% |
| YTD | -25.8% | -20.1% | -5.7% | -28.7% |
| 1Y | -26.5% | -29.7% | +3.2% | -27.4% |
| 3Y | -9.6% | +136.2% | -145.8% | -44.1% |
| 5Y | -20.8% | +820.4% | -841.2% | -70.6% |
| All | -20.8% | +818.0% | -838.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling