-73.3%
USO vs MAS
+368.3%
-441.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.7% | -9.0% |
| 7D | -12.7% | +14.2% | -26.9% | -14.7% |
| 30D | +1.0% | +26.8% | -25.8% | -3.1% |
| 3M | +25.6% | +13.1% | +12.5% | +22.5% |
| 6M | -1.5% | +27.9% | -29.4% | -7.0% |
| YTD | +110.3% | +38.7% | +71.6% | +93.3% |
| 1Y | +102.2% | +40.4% | +61.8% | +85.1% |
| 3Y | +94.3% | +66.1% | +28.2% | +68.4% |
| 5Y | +164.8% | +47.4% | +117.3% | +130.3% |
| 10Y | +82.1% | +238.3% | -156.2% | +28.9% |
| All | -73.3% | +368.3% | -441.6% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling