-75.5%
USO vs MSCI
+2,756.4%
-2,831.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | +0.4% | +9.1% | +9.3% |
| 30D | +23.6% | +0.6% | +23.0% | +23.3% |
| 3M | +3.8% | -7.1% | +10.9% | +4.8% |
| 6M | +55.0% | +0.8% | +54.2% | +53.4% |
| YTD | +105.3% | +1.0% | +104.3% | +102.2% |
| 1Y | +91.4% | +4.3% | +87.1% | +86.4% |
| 3Y | +84.6% | +9.9% | +74.6% | +73.8% |
| 5Y | +191.7% | -6.8% | +198.5% | +178.3% |
| 10Y | +73.3% | +614.7% | -541.4% | -4.9% |
| All | -75.5% | +2,756.4% | -2,831.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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