-39.5%
OWL vs MSTZ
-12.4%
-27.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.6% | -10.5% | -3.2% |
| 7D | -11.9% | +24.8% | -36.7% | -9.6% |
| 30D | -13.7% | -59.2% | +45.5% | -19.9% |
| 3M | +12.3% | -56.9% | +69.1% | +7.8% |
| 6M | +15.0% | -57.6% | +72.6% | +14.2% |
| YTD | -25.7% | -73.6% | +47.9% | -26.3% |
| 1Y | -39.5% | -15.6% | -23.9% | -28.9% |
| All | -39.5% | -12.4% | -27.1% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling