-17.9%
OWL vs MOS
-29.7%
+11.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.1% | +5.5% | -7.6% | -3.3% |
| 30D | +11.6% | +21.0% | -9.4% | +6.4% |
| 3M | -13.8% | -0.5% | -13.3% | -14.4% |
| 6M | +7.8% | +6.6% | +1.3% | +4.7% |
| YTD | -25.8% | -2.8% | -23.0% | -28.1% |
| 1Y | -26.5% | -8.1% | -18.4% | -27.8% |
| 3Y | -9.6% | -25.6% | +16.0% | -8.8% |
| All | -17.9% | -29.7% | +11.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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