+568.4%
MA vs USO
+75.1%
+493.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.8% | -10.6% | +12.4% | +3.1% |
| 30D | +11.8% | -4.6% | +16.4% | +12.2% |
| 3M | +17.2% | +12.3% | +4.8% | +14.9% |
| 6M | +33.4% | +5.9% | +27.5% | +31.0% |
| YTD | +16.1% | +104.5% | -88.4% | +2.0% |
| 1Y | +19.9% | +97.3% | -77.4% | +5.8% |
| 3Y | +70.1% | +97.0% | -27.0% | +47.5% |
| 5Y | +89.6% | +151.2% | -61.5% | +50.9% |
| 10Y | +568.4% | +76.1% | +492.3% | +474.8% |
| All | +568.4% | +75.1% | +493.4% | +474.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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