+82.6%
USO vs MAS
+213.7%
-131.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.2% |
| 7D | -12.1% | +2.0% | -14.1% | -12.2% |
| 30D | +3.1% | +19.4% | -16.3% | +2.1% |
| 3M | +24.9% | +9.4% | +15.4% | +24.1% |
| 6M | +10.8% | +15.3% | -4.5% | +9.1% |
| YTD | +114.6% | +31.3% | +83.3% | +106.4% |
| 1Y | +109.4% | +34.9% | +74.5% | +100.3% |
| 3Y | +98.1% | +58.6% | +39.5% | +79.8% |
| 5Y | +162.4% | +40.7% | +121.7% | +141.3% |
| All | +82.6% | +213.7% | -131.1% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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