+100.3%
USO vs MOS
-28.7%
+129.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.8% | +3.7% |
| 7D | -1.4% | -2.6% | +1.1% | -1.3% |
| 30D | -4.6% | +13.5% | -18.0% | -6.0% |
| 3M | +14.7% | -2.9% | +17.6% | +15.4% |
| 6M | +1.2% | -1.0% | +2.2% | +1.0% |
| YTD | +111.2% | -7.2% | +118.4% | +111.3% |
| 1Y | +109.3% | -11.4% | +120.7% | +111.2% |
| All | +100.3% | -28.7% | +129.0% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling