+82.6%
USO vs MAS
+29.0%
+53.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.4% |
| 7D | +9.5% | -0.8% | +10.2% | +9.3% |
| 30D | +23.6% | -5.6% | +29.1% | +22.0% |
| 3M | +3.8% | +4.4% | -0.6% | +5.3% |
| 6M | +55.0% | +7.2% | +47.8% | +60.6% |
| YTD | +105.3% | +16.1% | +89.2% | +112.6% |
| 1Y | +91.4% | +0.1% | +91.3% | +98.0% |
| All | +82.6% | +29.0% | +53.5% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling