-72.4%
USO vs MKSI
+1,324.0%
-1,396.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | +6.2% | +6.6% | -0.4% | +5.2% |
| 30D | +19.1% | -8.2% | +27.3% | +20.4% |
| 3M | +14.2% | -16.4% | +30.6% | +15.5% |
| 6M | +43.7% | +23.0% | +20.8% | +34.9% |
| YTD | +116.8% | +68.2% | +48.7% | +90.8% |
| 1Y | +104.3% | +148.6% | -44.2% | +66.0% |
| 3Y | +91.5% | +196.0% | -104.4% | +42.9% |
| 5Y | +214.1% | +87.4% | +126.7% | +145.9% |
| 10Y | +77.0% | +523.8% | -446.8% | -3.1% |
| All | -72.4% | +1,324.0% | -1,396.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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