+81.0%
USO vs MOS
-1.8%
+82.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.7% | +5.5% | -8.2% | -4.0% |
| 30D | -6.3% | +21.0% | -27.3% | -11.7% |
| 3M | +10.9% | -0.5% | +11.3% | +9.6% |
| 6M | +2.0% | +6.6% | -4.6% | -2.1% |
| YTD | +104.6% | -2.8% | +107.3% | +98.5% |
| 1Y | +94.5% | -8.1% | +102.6% | +91.3% |
| 3Y | +97.1% | -25.6% | +122.7% | +100.1% |
| 5Y | +151.6% | -29.8% | +181.4% | +147.1% |
| 10Y | +81.0% | +0.6% | +80.4% | +32.1% |
| All | +81.0% | -1.8% | +82.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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