-12.3%
OWL vs MSCI
+33.6%
-45.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | -4.9% | +2.8% | -7.8% | -5.9% |
| 30D | +7.8% | +15.4% | -7.6% | +2.0% |
| 3M | -12.7% | +13.4% | -26.1% | -16.8% |
| 6M | -2.8% | +10.9% | -13.7% | -7.3% |
| YTD | -30.1% | +13.0% | -43.0% | -33.9% |
| 1Y | -29.1% | +12.0% | -41.1% | -32.7% |
| 3Y | -12.3% | +34.1% | -46.4% | -21.5% |
| All | -12.3% | +33.6% | -45.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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