+794.2%
MS vs USO
+70.4%
+723.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.2% |
| 7D | +2.5% | +3.6% | -1.1% | +1.8% |
| 30D | 0.0% | +23.8% | -23.8% | -3.8% |
| 3M | +2.4% | +8.1% | -5.6% | +0.3% |
| 6M | +36.4% | +34.3% | +2.1% | +25.5% |
| YTD | +23.8% | +111.1% | -87.3% | +2.4% |
| 1Y | +48.6% | +99.9% | -51.3% | +24.2% |
| 3Y | +179.1% | +86.5% | +92.6% | +132.3% |
| 5Y | +144.8% | +200.5% | -55.7% | +72.9% |
| 10Y | +794.2% | +66.5% | +727.6% | +603.8% |
| All | +794.2% | +70.4% | +723.7% | +603.8% |
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