-34.8%
OWL vs MSTU
-87.7%
+52.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.3% | +0.9% |
| 7D | -10.1% | -16.6% | +6.5% | -8.4% |
| 30D | -11.9% | +69.7% | -81.6% | -18.0% |
| 3M | +10.7% | -7.5% | +18.2% | +8.0% |
| 6M | +22.1% | -43.1% | +65.2% | +22.8% |
| YTD | -24.8% | -63.0% | +38.2% | -23.6% |
| 1Y | -39.2% | -93.8% | +54.6% | -27.7% |
| All | -34.8% | -87.7% | +52.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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