-38.5%
OWL vs MSTZ
-99.2%
+60.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.5% |
| 7D | +1.5% | +30.8% | -29.2% | +4.4% |
| 30D | +13.4% | +41.2% | -27.8% | +18.6% |
| 3M | -21.2% | -60.9% | +39.7% | -25.1% |
| 6M | +4.0% | -15.7% | +19.7% | +10.9% |
| YTD | -29.0% | -75.2% | +46.2% | -28.4% |
| 1Y | -28.4% | -59.8% | +31.4% | -23.6% |
| All | -38.5% | -99.2% | +60.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling