+66.5%
USO vs MOD
+1,504.3%
-1,437.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +3.6% | +6.3% | -2.8% | +3.1% |
| 30D | +23.8% | -1.7% | +25.4% | +23.8% |
| 3M | +8.1% | -30.1% | +38.2% | +10.5% |
| 6M | +34.3% | +2.7% | +31.6% | +31.7% |
| YTD | +111.1% | +44.1% | +67.1% | +98.9% |
| 1Y | +99.9% | +38.7% | +61.2% | +87.7% |
| 3Y | +86.5% | +309.8% | -223.3% | +49.5% |
| 5Y | +200.5% | +1,569.7% | -1,369.2% | +97.3% |
| 10Y | +66.5% | +1,520.5% | -1,453.9% | +0.9% |
| All | +66.5% | +1,504.3% | -1,437.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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