-11.6%
OWL vs MTSI
+153.8%
-165.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -18.4% | +11.2% | -3.1% |
| 7D | -5.0% | -24.6% | +19.6% | +0.6% |
| 30D | +9.0% | -45.7% | +54.8% | +23.8% |
| 3M | -12.7% | -27.7% | +15.0% | -9.3% |
| 6M | -4.0% | -37.3% | +33.3% | +0.4% |
| YTD | -29.6% | +11.1% | -40.7% | -41.0% |
| 1Y | -31.9% | +27.2% | -59.1% | -46.5% |
| All | -11.6% | +153.8% | -165.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling