-33.0%
OWL vs MSTZ
-99.2%
+66.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -2.7% |
| 7D | -6.4% | -23.6% | +17.2% | -8.0% |
| 30D | -5.0% | -60.7% | +55.7% | -11.6% |
| 3M | +15.4% | -58.3% | +73.7% | +10.7% |
| 6M | +15.5% | -60.0% | +75.5% | +13.6% |
| YTD | -22.7% | -75.2% | +52.6% | -23.8% |
| 1Y | -34.1% | -19.9% | -14.2% | -25.3% |
| All | -33.0% | -99.2% | +66.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling