+4.0%
OWL vs MOD
-62.1%
+66.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | +0.8% | +16.1% | -15.3% | -0.4% |
| 30D | +7.3% | -38.5% | +45.8% | +11.9% |
| 3M | -16.8% | -46.8% | +30.0% | -12.1% |
| 6M | +4.0% | -61.6% | +65.6% | +11.9% |
| All | +4.0% | -62.1% | +66.1% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling