+2,533.7%
MSFT vs USO
-74.0%
+2,607.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +9.5% | -12.1% | -4.1% |
| 30D | +2.7% | +23.6% | -20.9% | -0.7% |
| 3M | +17.0% | +3.8% | +13.1% | +15.5% |
| 6M | +23.8% | +55.0% | -31.2% | +12.9% |
| YTD | +4.0% | +105.3% | -101.3% | -9.8% |
| 1Y | -0.8% | +91.4% | -92.2% | -13.1% |
| 3Y | +55.6% | +84.6% | -29.0% | +34.9% |
| 5Y | +72.9% | +191.7% | -118.8% | +33.0% |
| 10Y | +875.8% | +73.3% | +802.5% | +679.7% |
| All | +2,533.7% | -74.0% | +2,607.7% | +2,563.9% |
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