+21.7%
OWL vs MSCI
+62.5%
-40.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | -4.9% | +2.8% | -7.8% | -6.2% |
| 30D | +7.8% | +15.4% | -7.6% | +0.3% |
| 3M | -12.7% | +13.4% | -26.1% | -18.0% |
| 6M | -2.8% | +10.9% | -13.7% | -8.7% |
| YTD | -30.1% | +13.0% | -43.0% | -35.3% |
| 1Y | -29.1% | +12.0% | -41.1% | -34.1% |
| 3Y | -12.3% | +34.1% | -46.4% | -28.4% |
| 5Y | -27.5% | +3.9% | -31.4% | -41.9% |
| All | +21.7% | +62.5% | -40.7% | -1.8% |
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