+109.4%
USO vs MOS
-11.3%
+120.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -12.1% | +21.6% | -33.7% | -10.9% |
| 30D | +3.1% | +12.0% | -8.8% | +4.6% |
| 3M | +24.9% | -3.9% | +28.7% | +27.0% |
| 6M | +10.8% | -3.3% | +14.1% | +13.5% |
| YTD | +114.6% | -4.6% | +119.2% | +122.5% |
| 1Y | +109.4% | -7.0% | +116.4% | +119.0% |
| All | +109.4% | -11.3% | +120.7% | +119.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling