+13,824.2%
MA vs USO
-73.4%
+13,897.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +9.5% | -12.2% | -4.5% |
| 30D | +1.5% | +23.6% | -22.0% | -2.8% |
| 3M | +20.4% | +3.8% | +16.6% | +18.4% |
| 6M | +11.1% | +55.0% | -43.9% | -1.2% |
| YTD | +2.0% | +105.3% | -103.3% | -15.0% |
| 1Y | -2.2% | +91.4% | -93.5% | -17.5% |
| 3Y | +41.9% | +84.6% | -42.7% | +17.8% |
| 5Y | +75.4% | +191.7% | -116.4% | +24.9% |
| 10Y | +527.5% | +73.3% | +454.3% | +368.0% |
| All | +13,824.2% | -73.4% | +13,897.5% | +14,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling