-0.8%
MSFT vs USO
+92.2%
-93.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +9.5% | -12.1% | -2.0% |
| 30D | +2.7% | +23.6% | -20.9% | +4.4% |
| 3M | +17.0% | +3.8% | +13.1% | +17.9% |
| 6M | +23.8% | +55.0% | -31.2% | +25.5% |
| YTD | +4.0% | +105.3% | -101.3% | +5.5% |
| 1Y | -0.8% | +91.4% | -92.2% | +0.8% |
| All | -0.8% | +92.2% | -93.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling