+160.0%
USO vs MOS
-32.4%
+192.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -12.1% | +21.6% | -33.7% | -15.9% |
| 30D | +3.1% | +12.0% | -8.8% | +0.3% |
| 3M | +24.9% | -3.9% | +28.7% | +25.2% |
| 6M | +10.8% | -3.3% | +14.1% | +10.1% |
| YTD | +114.6% | -4.6% | +119.2% | +111.2% |
| 1Y | +109.4% | -7.0% | +116.4% | +106.9% |
| 3Y | +98.1% | -24.4% | +122.5% | +101.7% |
| All | +160.0% | -32.4% | +192.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling