-11.5%
OWL vs MUB
+1.5%
-13.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | -6.4% | -0.7% | -5.7% | -5.5% |
| 30D | -5.0% | -2.0% | -3.0% | -2.4% |
| 3M | +15.4% | -2.5% | +17.9% | +19.4% |
| 6M | +15.5% | -2.3% | +17.8% | +19.2% |
| YTD | -22.7% | -1.3% | -21.4% | -21.1% |
| 1Y | -34.1% | +1.1% | -35.2% | -34.5% |
| 3Y | +5.1% | +8.2% | -3.1% | -8.3% |
| 5Y | -11.5% | +1.5% | -12.9% | -32.0% |
| All | -11.5% | +1.5% | -13.0% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling