-73.9%
USO vs MOS
+152.8%
-226.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +9.5% | +9.5% | -0.1% | +6.8% |
| 30D | +23.6% | +10.4% | +13.1% | +20.2% |
| 3M | +3.8% | +12.9% | -9.1% | -0.4% |
| 6M | +55.0% | +1.2% | +53.8% | +51.2% |
| YTD | +105.3% | +9.3% | +96.0% | +95.4% |
| 1Y | +91.4% | -18.0% | +109.3% | +96.1% |
| 3Y | +84.6% | -29.0% | +113.6% | +91.3% |
| 5Y | +191.7% | -9.6% | +201.3% | +170.9% |
| 10Y | +73.3% | +6.1% | +67.2% | +37.3% |
| All | -73.9% | +152.8% | -226.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling