+30.9%
OWL vs MTCH
-70.5%
+101.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -10.1% | +1.3% | -11.4% | -10.5% |
| 30D | -11.9% | +15.9% | -27.8% | -16.6% |
| 3M | +10.7% | +23.3% | -12.5% | +2.2% |
| 6M | +22.1% | +40.1% | -18.0% | +7.8% |
| YTD | -24.8% | +33.6% | -58.4% | -32.5% |
| 1Y | -39.2% | +14.1% | -53.3% | -42.4% |
| 3Y | +1.7% | +1.4% | +0.3% | -3.4% |
| 5Y | -15.5% | -73.1% | +57.6% | +5.8% |
| All | +30.9% | -70.5% | +101.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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