+459.2%
MS vs USO
-74.1%
+533.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | +0.9% | -6.3% | +7.3% | +2.2% |
| 3M | -10.8% | +10.9% | -21.7% | -14.6% |
| 6M | +0.9% | +2.0% | -1.1% | -2.6% |
| YTD | +9.8% | +104.6% | -94.8% | -18.2% |
| 1Y | +17.1% | +94.5% | -77.5% | -11.5% |
| 3Y | +175.7% | +97.1% | +78.6% | +101.3% |
| 5Y | +125.9% | +151.6% | -25.8% | +42.1% |
| 10Y | +556.2% | +81.0% | +475.2% | +313.6% |
| All | +459.2% | -74.1% | +533.3% | +562.4% |
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 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