+45.7%
OWL vs MSI
+196.5%
-150.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -2.2% | -3.7% | +1.4% | -0.4% |
| 30D | +3.7% | +6.8% | -3.1% | -0.2% |
| 3M | +17.5% | +14.3% | +3.2% | +9.0% |
| 6M | +18.5% | -1.6% | +20.1% | +18.5% |
| YTD | -16.3% | +22.8% | -39.1% | -27.2% |
| 1Y | -29.7% | -1.1% | -28.6% | -30.3% |
| 3Y | +14.2% | +70.5% | -56.3% | -21.1% |
| 5Y | +2.5% | +102.8% | -100.3% | -39.6% |
| All | +45.7% | +196.5% | -150.9% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling