-28.2%
OWL vs MTSI
+183.3%
-211.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -4.1% |
| 7D | -4.9% | -10.0% | +5.1% | -2.5% |
| 30D | +7.8% | -37.2% | +45.0% | +22.9% |
| 3M | -12.7% | -30.1% | +17.4% | -5.8% |
| 6M | -2.8% | -31.9% | +29.1% | +1.4% |
| YTD | -30.1% | +23.2% | -53.3% | -45.5% |
| 1Y | -29.1% | +26.4% | -55.5% | -45.7% |
| 3Y | -12.3% | +186.2% | -198.4% | -59.6% |
| All | -28.2% | +183.3% | -211.5% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling