+1.7%
OWL vs MOH
-36.3%
+38.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.4% |
| 7D | -10.1% | +1.7% | -11.8% | -10.0% |
| 30D | -11.9% | -0.9% | -11.0% | -11.9% |
| 3M | +10.7% | +5.7% | +5.0% | +11.2% |
| 6M | +22.1% | +39.1% | -17.0% | +24.7% |
| YTD | -24.8% | +17.7% | -42.5% | -23.3% |
| 1Y | -39.2% | +8.4% | -47.6% | -38.1% |
| 3Y | +1.7% | -36.6% | +38.3% | +1.4% |
| All | +1.7% | -36.3% | +38.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling