+98.1%
USO vs MAS
+58.1%
+40.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | -0.4% |
| 7D | -12.1% | +2.0% | -14.1% | -11.4% |
| 30D | +3.1% | +19.4% | -16.3% | +8.5% |
| 3M | +24.9% | +9.4% | +15.4% | +28.8% |
| 6M | +10.8% | +15.3% | -4.5% | +16.5% |
| YTD | +114.6% | +31.3% | +83.3% | +130.2% |
| 1Y | +109.4% | +34.9% | +74.5% | +124.6% |
| 3Y | +98.1% | +58.6% | +39.5% | +114.3% |
| All | +98.1% | +58.1% | +40.0% | +114.3% |
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