+145.1%
MS vs USO
+196.2%
-51.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +9.5% | -8.1% | +0.9% |
| 30D | -0.3% | +23.6% | -23.8% | -1.4% |
| 3M | +0.3% | +3.8% | -3.5% | 0.0% |
| 6M | +31.3% | +55.0% | -23.7% | +23.7% |
| YTD | +24.7% | +105.3% | -80.6% | +12.7% |
| 1Y | +47.9% | +91.4% | -43.5% | +34.9% |
| 3Y | +178.3% | +84.6% | +93.8% | +151.4% |
| All | +145.1% | +196.2% | -51.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling