+213.1%
USO vs MOH
-19.7%
+232.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.2% |
| 7D | +9.1% | +1.7% | +7.4% | +9.1% |
| 30D | +21.7% | -0.9% | +22.6% | +21.7% |
| 3M | +20.2% | +5.7% | +14.5% | +20.1% |
| 6M | +43.4% | +39.1% | +4.2% | +43.1% |
| YTD | +124.0% | +17.7% | +106.3% | +123.1% |
| 1Y | +112.2% | +8.4% | +103.8% | +111.1% |
| 3Y | +97.7% | -36.6% | +134.2% | +95.4% |
| All | +213.1% | -19.7% | +232.7% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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