-4.5%
OWL vs MSI
+100.4%
-104.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.9% |
| 7D | -3.9% | -5.8% | +1.8% | -0.9% |
| 30D | -3.7% | -1.0% | -2.7% | -3.2% |
| 3M | +21.4% | +14.2% | +7.2% | +12.2% |
| 6M | +18.3% | +1.0% | +17.3% | +16.4% |
| YTD | -20.1% | +21.5% | -41.6% | -30.7% |
| 1Y | -32.8% | -2.1% | -30.7% | -32.9% |
| 3Y | +8.6% | +69.3% | -60.8% | -27.6% |
| 5Y | -4.5% | +99.3% | -103.8% | -46.7% |
| All | -4.5% | +100.4% | -104.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling