-30.7%
OWL vs MSTU
-86.5%
+55.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.6% | +4.1% | -3.6% |
| 7D | -3.9% | +16.1% | -20.1% | -5.9% |
| 30D | -3.7% | +68.7% | -72.3% | -10.2% |
| 3M | +21.4% | -11.0% | +32.4% | +18.7% |
| 6M | +18.3% | -33.4% | +51.7% | +17.0% |
| YTD | -20.1% | -59.5% | +39.4% | -19.6% |
| 1Y | -32.8% | -93.4% | +60.6% | -20.7% |
| All | -30.7% | -86.5% | +55.7% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling