-27.2%
OWL vs MTSI
+30.7%
-57.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -1.2% | -3.8% | +2.7% | -1.0% |
| 30D | +7.6% | -31.4% | +39.0% | +9.9% |
| 3M | -10.7% | -23.8% | +13.1% | -9.8% |
| 6M | +0.9% | -37.1% | +37.9% | +2.0% |
| YTD | -27.3% | +32.2% | -59.5% | -34.0% |
| 1Y | -27.2% | +26.9% | -54.1% | -33.0% |
| All | -27.2% | +30.7% | -57.9% | -33.0% |
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