+593.1%
MA vs USO
+87.0%
+506.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +1.3% | -1.9% | +3.2% | +1.5% |
| 30D | +9.6% | -5.2% | +14.8% | +10.1% |
| 3M | +16.8% | +16.4% | +0.3% | +14.0% |
| 6M | +35.2% | +2.5% | +32.7% | +33.5% |
| YTD | +16.6% | +110.5% | -93.9% | +2.0% |
| 1Y | +19.8% | +108.4% | -88.6% | +4.9% |
| 3Y | +70.7% | +99.6% | -28.9% | +47.9% |
| 5Y | +87.4% | +160.1% | -72.7% | +48.3% |
| All | +593.1% | +87.0% | +506.1% | +497.4% |
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