+118.0%
USO vs MAGS
+190.0%
-72.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | +9.1% | +0.6% | +8.5% | +9.1% |
| 30D | +21.7% | +3.2% | +18.5% | +21.8% |
| 3M | +20.2% | +7.7% | +12.6% | +20.5% |
| 6M | +43.4% | +12.5% | +30.9% | +43.5% |
| YTD | +124.0% | +6.0% | +118.0% | +125.8% |
| 1Y | +112.2% | +14.4% | +97.8% | +111.7% |
| 3Y | +97.7% | +127.5% | -29.9% | +93.7% |
| All | +118.0% | +190.0% | -72.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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