+45.7%
OWL vs MTSI
+453.1%
-407.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.9% |
| 7D | -2.2% | +1.4% | -3.6% | -2.7% |
| 30D | +3.7% | +2.1% | +1.6% | +1.6% |
| 3M | +17.5% | -29.7% | +47.3% | +28.8% |
| 6M | +18.5% | +12.5% | +6.0% | +6.6% |
| YTD | -16.3% | +57.0% | -73.4% | -34.8% |
| 1Y | -29.7% | +103.9% | -133.6% | -51.5% |
| 3Y | +14.2% | +223.6% | -209.4% | -37.8% |
| 5Y | +2.5% | +321.6% | -319.1% | -51.7% |
| All | +45.7% | +453.1% | -407.4% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling