+29.4%
OWL vs MTSI
+365.7%
-336.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | +1.1% | -3.8% | +4.9% | +1.7% |
| 30D | +10.0% | -31.4% | +41.4% | +20.9% |
| 3M | -8.7% | -23.8% | +15.1% | -4.5% |
| 6M | +3.1% | -37.1% | +40.2% | +11.8% |
| YTD | -25.6% | +32.2% | -57.9% | -40.9% |
| 1Y | -25.5% | +26.9% | -52.4% | -40.0% |
| 3Y | -9.4% | +193.7% | -203.2% | -51.1% |
| 5Y | -18.2% | +218.0% | -236.2% | -60.2% |
| All | +29.4% | +365.7% | -336.3% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling