+184.7%
MS vs USO
+81.7%
+103.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +9.5% | -8.1% | +1.6% |
| 30D | -0.3% | +23.6% | -23.8% | +0.3% |
| 3M | +0.3% | +3.8% | -3.5% | +0.6% |
| 6M | +31.3% | +55.0% | -23.7% | +27.7% |
| YTD | +24.7% | +105.3% | -80.6% | +17.2% |
| 1Y | +47.9% | +91.4% | -43.5% | +40.1% |
| All | +184.7% | +81.7% | +103.0% | +160.5% |
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