+553.7%
MS vs USO
+75.1%
+478.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +0.8% | -10.6% | +11.4% | +2.4% |
| 30D | -0.7% | -4.6% | +3.9% | -0.3% |
| 3M | -12.4% | +12.3% | -24.7% | -14.7% |
| 6M | -1.7% | +5.9% | -7.6% | -4.3% |
| YTD | +8.0% | +104.5% | -96.5% | -10.6% |
| 1Y | +16.2% | +97.3% | -81.1% | -3.2% |
| 3Y | +171.3% | +97.0% | +74.3% | +121.7% |
| 5Y | +124.8% | +151.2% | -26.4% | +65.2% |
| 10Y | +553.7% | +76.1% | +477.6% | +411.3% |
| All | +553.7% | +75.1% | +478.6% | +411.3% |
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