+17.8%
OWL vs MSFU
+70.7%
-52.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -6.4% | -2.3% | -4.0% | -5.7% |
| 30D | -5.0% | -6.3% | +1.3% | -3.0% |
| 3M | +15.4% | +40.0% | -24.5% | +1.6% |
| 6M | +15.5% | +30.1% | -14.6% | +2.5% |
| YTD | -22.7% | -10.3% | -12.3% | -22.8% |
| 1Y | -34.1% | -19.0% | -15.0% | -32.0% |
| 3Y | +5.1% | +25.8% | -20.7% | -14.8% |
| All | +17.8% | +70.7% | -52.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling