+0.1%
OWL vs MTSI
+320.9%
-320.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -2.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.8% |
| 30D | +3.7% | +2.1% | +1.6% | +1.3% |
| 3M | +17.5% | -29.7% | +47.3% | +30.2% |
| 6M | +18.5% | +12.5% | +6.0% | +4.5% |
| YTD | -16.3% | +57.0% | -73.4% | -37.5% |
| 1Y | -29.7% | +103.9% | -133.6% | -54.6% |
| 3Y | +14.2% | +223.6% | -209.4% | -46.0% |
| All | +0.1% | +320.9% | -320.8% | -62.1% |
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