-70.9%
USO vs MRSH
+850.7%
-921.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.5% |
| 7D | +11.5% | -5.9% | +17.4% | +13.4% |
| 30D | +24.1% | -7.3% | +31.4% | +26.7% |
| 3M | +17.9% | +6.7% | +11.3% | +14.9% |
| 6M | +49.6% | +3.0% | +46.6% | +47.3% |
| YTD | +129.0% | -2.9% | +131.9% | +128.9% |
| 1Y | +112.0% | -9.0% | +121.0% | +115.5% |
| 3Y | +102.3% | -4.3% | +106.6% | +98.9% |
| 5Y | +224.5% | +19.4% | +205.1% | +191.2% |
| 10Y | +86.9% | +218.1% | -131.1% | +20.6% |
| All | -70.9% | +850.7% | -921.6% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling