+84.4%
USO vs MNST
+344.7%
-260.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -5.2% | +5.1% | -10.3% | -5.7% |
| 3M | +16.4% | -0.5% | +16.9% | +16.3% |
| 6M | +2.5% | +8.1% | -5.6% | +1.3% |
| YTD | +110.5% | +21.2% | +89.3% | +104.2% |
| 1Y | +108.4% | +30.7% | +77.7% | +99.8% |
| 3Y | +99.6% | +67.3% | +32.3% | +82.3% |
| 5Y | +160.1% | +101.9% | +58.2% | +125.2% |
| All | +84.4% | +344.7% | -260.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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