+72.1%
MA vs USO
+95.6%
-23.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | -12.1% | +14.4% | +1.9% |
| 30D | +14.7% | +3.1% | +11.5% | +14.7% |
| 3M | +13.5% | +24.9% | -11.4% | +14.3% |
| 6M | +33.1% | +10.8% | +22.3% | +33.8% |
| YTD | +15.1% | +114.6% | -99.5% | +16.1% |
| 1Y | +18.7% | +109.4% | -90.7% | +19.9% |
| 3Y | +72.1% | +98.1% | -26.0% | +74.6% |
| All | +72.1% | +95.6% | -23.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling