+22.6%
OWL vs MOS
+11.8%
+10.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.3% | -10.4% | -7.8% |
| 7D | -5.0% | +22.5% | -27.5% | -9.2% |
| 30D | +9.0% | +6.6% | +2.4% | +7.1% |
| 3M | -12.7% | -3.8% | -8.9% | -12.7% |
| 6M | -4.0% | -2.2% | -1.8% | -4.9% |
| YTD | -29.6% | -4.8% | -24.8% | -31.2% |
| 1Y | -31.9% | -11.7% | -20.2% | -32.4% |
| 3Y | -13.1% | -26.5% | +13.4% | -12.1% |
| 5Y | -27.0% | -32.2% | +5.2% | -23.6% |
| All | +22.6% | +11.8% | +10.8% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling