+13.1%
OWL vs MSFU
+71.2%
-58.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -11.9% | -6.9% | -5.0% | -9.8% |
| 30D | -13.7% | -5.1% | -8.6% | -12.3% |
| 3M | +12.3% | +44.6% | -32.4% | -2.3% |
| 6M | +15.0% | +32.8% | -17.8% | +1.3% |
| YTD | -25.7% | -10.1% | -15.7% | -25.9% |
| 1Y | -39.5% | -19.4% | -20.1% | -37.5% |
| 3Y | +0.9% | +26.2% | -25.3% | -18.3% |
| All | +13.1% | +71.2% | -58.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling