+45.7%
OWL vs MUB
+3.3%
+42.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | -0.9% | -1.4% | -1.2% |
| 30D | +3.7% | -1.4% | +5.1% | +5.6% |
| 3M | +17.5% | -2.2% | +19.7% | +20.7% |
| 6M | +18.5% | -1.9% | +20.4% | +21.4% |
| YTD | -16.3% | -0.8% | -15.6% | -15.3% |
| 1Y | -29.7% | +2.7% | -32.5% | -31.4% |
| 3Y | +14.2% | +8.6% | +5.6% | +0.4% |
| 5Y | +2.5% | +2.0% | +0.4% | -19.5% |
| All | +45.7% | +3.3% | +42.4% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling