+915.1%
MSFT vs USO
+87.0%
+828.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | -1.8% | -5.2% | +3.4% | -1.5% |
| 3M | +5.6% | +16.4% | -10.8% | +3.7% |
| 6M | +29.8% | +2.5% | +27.3% | +28.6% |
| YTD | +9.0% | +110.5% | -101.5% | -2.2% |
| 1Y | +4.9% | +108.4% | -103.5% | -5.8% |
| 3Y | +46.2% | +99.6% | -53.4% | +30.4% |
| 5Y | +62.1% | +160.1% | -97.9% | +34.5% |
| All | +915.1% | +87.0% | +828.1% | +820.3% |
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