-37.0%
OWL vs MSTU
-93.8%
+56.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.6% |
| 7D | -6.4% | +12.9% | -19.3% | -8.1% |
| 30D | -5.0% | +68.3% | -73.3% | -12.0% |
| 3M | +15.4% | +0.4% | +15.0% | +11.6% |
| 6M | +15.5% | -41.5% | +57.0% | +16.4% |
| YTD | -22.7% | -61.7% | +39.0% | -21.5% |
| All | -37.0% | -93.8% | +56.8% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling