-35.6%
OWL vs MSTZ
-99.1%
+63.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.6% | -10.5% | -3.3% |
| 7D | -11.9% | +24.8% | -36.7% | -9.8% |
| 30D | -13.7% | -59.2% | +45.5% | -19.4% |
| 3M | +12.3% | -56.9% | +69.1% | +8.0% |
| 6M | +15.0% | -57.6% | +72.6% | +13.9% |
| YTD | -25.7% | -73.6% | +47.9% | -26.3% |
| 1Y | -39.5% | -15.6% | -23.9% | -31.0% |
| All | -35.6% | -99.1% | +63.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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