+82.0%
USO vs MRSH
+218.8%
-136.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +9.1% | -4.8% | +13.9% | +10.5% |
| 30D | +21.7% | -6.3% | +28.0% | +23.7% |
| 3M | +20.2% | +5.8% | +14.4% | +17.6% |
| 6M | +43.4% | +2.8% | +40.6% | +41.4% |
| YTD | +124.0% | -3.1% | +127.1% | +124.1% |
| 1Y | +112.2% | -11.3% | +123.5% | +117.5% |
| 3Y | +97.7% | -5.0% | +102.6% | +93.6% |
| 5Y | +217.4% | +19.2% | +198.2% | +178.7% |
| All | +82.0% | +218.8% | -136.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling