+45.7%
OWL vs MOS
+28.3%
+17.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -2.2% | +9.5% | -11.8% | -4.2% |
| 30D | +3.7% | +10.4% | -6.7% | +1.2% |
| 3M | +17.5% | +12.9% | +4.6% | +13.7% |
| 6M | +18.5% | +1.2% | +17.3% | +16.0% |
| YTD | -16.3% | +9.3% | -25.6% | -20.2% |
| 1Y | -29.7% | -18.0% | -11.7% | -28.1% |
| 3Y | +14.2% | -29.0% | +43.2% | +17.6% |
| 5Y | +2.5% | -9.6% | +12.1% | +2.1% |
| All | +45.7% | +28.3% | +17.3% | +43.8% |
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