+66.5%
USO vs MOS
+11.1%
+55.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +2.2% |
| 7D | +3.6% | +7.1% | -3.5% | +1.7% |
| 30D | +23.8% | +15.0% | +8.7% | +19.1% |
| 3M | +8.1% | +24.1% | -16.0% | +1.0% |
| 6M | +34.3% | +2.7% | +31.5% | +30.5% |
| YTD | +111.1% | +12.2% | +99.0% | +99.4% |
| 1Y | +99.9% | -16.3% | +116.2% | +104.5% |
| 3Y | +86.5% | -23.3% | +109.8% | +90.0% |
| 5Y | +200.5% | -4.2% | +204.7% | +171.3% |
| 10Y | +66.5% | +12.6% | +54.0% | +31.1% |
| All | +66.5% | +11.1% | +55.5% | +31.1% |
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