+160.0%
USO vs MNST
+100.5%
+59.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | -0.6% |
| 7D | -12.1% | -3.4% | -8.7% | -12.5% |
| 30D | +3.1% | +6.6% | -3.5% | +4.2% |
| 3M | +24.9% | -2.9% | +27.7% | +24.5% |
| 6M | +10.8% | +18.4% | -7.7% | +13.4% |
| YTD | +114.6% | +19.3% | +95.3% | +120.2% |
| 1Y | +109.4% | +37.9% | +71.5% | +116.6% |
| 3Y | +98.1% | +62.9% | +35.2% | +107.5% |
| All | +160.0% | +100.5% | +59.5% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling