+29.3%
OWL vs MUB
+2.0%
+27.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.0% |
| 7D | -11.9% | -1.2% | -10.7% | -10.5% |
| 30D | -13.7% | -2.8% | -11.0% | -10.6% |
| 3M | +12.3% | -3.1% | +15.3% | +16.7% |
| 6M | +15.0% | -2.9% | +17.9% | +19.4% |
| YTD | -25.7% | -2.0% | -23.7% | -23.5% |
| 1Y | -39.5% | 0.0% | -39.5% | -39.0% |
| 3Y | +0.9% | +7.4% | -6.5% | -10.1% |
| 5Y | -16.5% | +0.8% | -17.3% | -33.3% |
| All | +29.3% | +2.0% | +27.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling