+22.6%
OWL vs MTSI
+291.4%
-268.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -18.4% | +11.2% | -1.8% |
| 7D | -5.0% | -24.6% | +19.6% | +2.5% |
| 30D | +9.0% | -45.7% | +54.8% | +28.6% |
| 3M | -12.7% | -27.7% | +15.0% | -8.0% |
| 6M | -4.0% | -37.3% | +33.3% | +2.6% |
| YTD | -29.6% | +11.1% | -40.7% | -41.0% |
| 1Y | -31.9% | +27.2% | -59.1% | -46.6% |
| 3Y | -13.1% | +153.7% | -166.8% | -51.1% |
| 5Y | -27.0% | +159.0% | -186.0% | -62.5% |
| All | +22.6% | +291.4% | -268.8% | -41.8% |
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