+99.7%
USO vs MAGS
+188.2%
-88.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +9.5% | +0.5% | +8.9% | +9.5% |
| 30D | +23.6% | +1.5% | +22.1% | +23.7% |
| 3M | +3.8% | +0.5% | +3.4% | +4.1% |
| 6M | +55.0% | +11.6% | +43.5% | +55.1% |
| YTD | +105.3% | +5.3% | +100.0% | +106.9% |
| 1Y | +91.4% | +14.9% | +76.5% | +90.6% |
| 3Y | +84.6% | +128.9% | -44.3% | +80.7% |
| All | +99.7% | +188.2% | -88.4% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling