+29.3%
OWL vs MOH
-1.1%
+30.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.1% | -4.0% |
| 7D | -11.9% | -1.3% | -10.6% | -11.9% |
| 30D | -13.7% | +3.0% | -16.7% | -13.7% |
| 3M | +12.3% | +1.2% | +11.0% | +12.2% |
| 6M | +15.0% | +41.7% | -26.7% | +13.9% |
| YTD | -25.7% | +15.4% | -41.1% | -26.0% |
| 1Y | -39.5% | +11.8% | -51.3% | -39.7% |
| 3Y | +0.9% | -37.5% | +38.4% | +1.7% |
| 5Y | -16.5% | -20.6% | +4.1% | -17.5% |
| All | +29.3% | -1.1% | +30.4% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling