-8.7%
OWL vs MSI
+76.3%
-85.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.8% |
| 7D | -2.4% | +8.3% | -10.7% | -4.9% |
| 30D | +9.3% | +18.9% | -9.6% | +3.3% |
| 3M | -11.0% | +13.2% | -24.2% | -14.5% |
| 6M | +2.4% | +38.3% | -35.8% | -8.4% |
| YTD | -26.2% | +38.9% | -65.0% | -35.9% |
| 1Y | -27.4% | +36.7% | -64.1% | -36.5% |
| 3Y | -8.7% | +76.6% | -85.2% | -20.9% |
| All | -8.7% | +76.3% | -85.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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