-26.6%
OWL vs MTSI
+59.5%
-86.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.1% |
| 7D | +10.1% | -10.7% | +20.8% | +10.5% |
| 30D | +18.7% | -29.0% | +47.7% | +20.5% |
| 3M | -6.2% | -14.7% | +8.5% | -6.2% |
| 6M | +9.8% | -20.1% | +29.9% | +8.1% |
| YTD | -24.2% | +36.1% | -60.3% | -26.8% |
| 1Y | -26.6% | +61.7% | -88.3% | -27.7% |
| All | -26.6% | +59.5% | -86.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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