+45.7%
OWL vs MSCI
+45.2%
+0.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +3.7% | +0.6% | +3.1% | +3.4% |
| 3M | +17.5% | -7.1% | +24.6% | +21.0% |
| 6M | +18.5% | +0.8% | +17.7% | +16.6% |
| YTD | -16.3% | +1.0% | -17.3% | -18.0% |
| 1Y | -29.7% | +4.3% | -34.0% | -32.9% |
| 3Y | +14.2% | +9.9% | +4.2% | +3.6% |
| 5Y | +2.5% | -6.8% | +9.2% | -13.3% |
| All | +45.7% | +45.2% | +0.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling