-72.7%
USO vs MOS
+120.5%
-193.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -12.1% | +21.6% | -33.7% | -17.3% |
| 30D | +3.1% | +12.0% | -8.8% | -1.0% |
| 3M | +24.9% | -3.9% | +28.7% | +24.4% |
| 6M | +10.8% | -3.3% | +14.1% | +9.0% |
| YTD | +114.6% | -4.6% | +119.2% | +109.1% |
| 1Y | +109.4% | -7.0% | +116.4% | +104.8% |
| 3Y | +98.1% | -24.4% | +122.5% | +99.5% |
| 5Y | +162.4% | -32.1% | +194.5% | +161.2% |
| 10Y | +85.9% | +10.3% | +75.6% | +44.1% |
| All | -72.7% | +120.5% | -193.2% | -79.9% |
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 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